Kris Sidial: "Graveyard Day" Is In Store For Short Volatility Traders
Monetary Matters with Jack Farley
September 22, 20241h 16m
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Show Notes
Kris Sidial, co-CIO of Ambrus Group, joins Monetary Matters to break down the conditions in volatility markets that exacerbated the sharp sell-off in early August, and explain why he thinks the risks embedded in the "short vol" trade have only gotten worse. Recorded on September 20, 2024.
Follow Kris Sidial on Twitter https://x.com/Ksidiii
Follow Jack Farley on Twitter https://x.com/JackFarley96