Podcast by Joe Weisenthal & Tracy Alloway, Odd Lots

Odd Lots

Podcast by Joe Weisenthal & Tracy Alloway

Bloomberg's Joe Weisenthal and Tracy Alloway explore the most interesting topics in finance, markets and economics. Join the conversation every Monday and Thursday.

Cross Asset Strategy

<ul><li>The hosts discuss the anniversary of an event called Volmageddon, which happened in February 2018. It was one of their first important episodes where they talked about the blow-up of short volatility.</li><li>They mention the popularity of shorting volatility as a strategy post-2008 financial crisis and its recent resurgence despite potential market risks.</li><li>The hosts express their interest in understanding why short vol is back and popular at this moment and its implications for the wider market. They introduce their guest, Chris Sidial, the co CIO of Ambrose group, who will provide insights on the topic.</li></ul><p><em>This podcast is sourced from an online content aggregator through publicly available sources and is displayed below for general informational purposes only.</em></p>

The hosts discuss the anniversary of an event called Volmageddon, which happened in February 2018. It was one of their first important episodes where they talked about the blow-up of short volatility.They mention the popularity of shorting volatility as a strategy post-2008 financial crisis and its recent resurgence despite potential market risks.The hosts express their interest in understanding why short vol is back and popular at this moment and its implications for the wider market. They introduce their guest, Chris Sidial, the co CIO of Ambrose group, who will provide insights on the topic.This podcast is sourced from an online content aggregator through publicly available sources and is displayed below for general informational purposes only.

Why the Short Volatility Trade Is Back and Bigger Than Ever

Head of Research and Global Chief Strategist, Steno Research

Andreas Steno

Head of Research and Global Chief Strategist

Macro and Geopolitical Research House

Steno Research

Steno Research is a new macro and geopolitical research house. We are based out of Copenhagen, Denmark, but have an international team and a strong network of sources and partners around the world. The team is lead by Andreas Steno, previous global head of strategy at Nordea Bank, and Mikkel Rosenvold, former chief consultant in the Danish Ministry of Finance.

<ul><li>Markets are pricing in heavy cuts for next year as inflation keeps coming in soft, making a soft landing the base case for the bulls, but everything comes at a price.</li><li>But how are assets likely to perform if the market narrative is correct and yields will indeed come down in a continued bull-steepening fashion, which in our view is the most likely scenario in H1 2024?</li><li>We have pulled out some of our cross-asset beta studies from our data-library to provide you with an overview of how assets perform during various yield curve regimes.</li></ul>

Markets are pricing in heavy cuts for next year as inflation keeps coming in soft, making a soft landing the base case for the bulls, but everything comes at a price.But how are assets likely to perform if the market narrative is correct and yields will indeed come down in a continued bull-steepening fashion, which in our view is the most likely scenario in H1 2024?We have pulled out some of our cross-asset beta studies from our data-library to provide you with an overview of how assets perform during various yield curve regimes.

Bull Steepening Watch – Is Lower Yields Really What Risk Assets Want?

United States

ProShares Short VIX Short-Term Futures is an exchange-traded fund incorporated in the USA. The Fund will seek daily investment results (before fees and expenses) that correspond to one-half the inverse (-0.5x) the performance of the  S&P 500 VIX Short-Term  Futures Index.

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Proshares Short Vix St Futur (SVXY US)

Why the Short Volatility Trade Is Back and Bigger Than Ever

In this podcast episode, the speaker and Joe discuss the anniversary of Volmageddon, the popularity of shorting volatility, and why it has made a...

Odd Lots

Bull Steepening Watch – Is Lower Yields Really What Risk Assets Want?

Let’s run through each asset class to see where to put your eggs if a bull-steepening of the yield curve continues into 2024.

Steno Research

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52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)