I think there's a case to be made that volatility is secularly moving higher. Not just the election, but longer term factors particularly around passive. Vol may not move higher post election w/clarity, but there may be less vol needed in the future to blow up the VIXhttps://twitter.com/NoonSixCap/status/1323023466052739072 …
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This is reflected in consensus volumes in CMEs equity biz. Do you mind elaborating on the secular drivers of higher equity vol?
Bc passive funds are becoming such a large % of AUM (and only growing), liquidity is shrinking. Less liquidity = more volatility. Goldman coined the term "passive adjusted float" - float excluding insider shares AND passive shares:pic.twitter.com/p1xLsH6qJB
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I've posted this before but re-posting here as it adds color to the theory:https://www.youtube.com/watch?v=x-rJciYZmi0 …
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this is an incredible video. thanks for sharing
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