Hide Not Slide Retweeted Harel Jacobson
A good thread on the vastly different volatility trading landscape in Europe vs the US. Vol is one of CBOE’s top products but is an afterthought at DB1https://twitter.com/VolQuant/status/1407728098754371596 …
Hide Not Slide added,
Harel Jacobson @VolQuant
VSTOXX is kind of a broken instrument imo...
let's leave aside the fact that it has a ridiculous multiplier (like who trades 100vega? not 100k, like literally 100eur vega!).
The more important issue with VSTOXX is that very few trade it... https://twitter.com/VolQuant/status/1407714704408129538 …
Show this thread
0 replies
1 retweet
3 likes
Loading seems to be taking a while.
Twitter may be over capacity or experiencing a momentary hiccup. Try again or visit Twitter Status for more information.