On today's edition of "Boiler Room," Alfonso Peccatiello is joined by Kris Sidial Co-CIO of the Ambrus Group, a volatility arbitrage focused firm founded in 2020.
With a significant equity drawdown throughout H1 2022, many investors expected a spike in volatility. However, the VIX remains suppressed at low levels suggesting a lack of fear in markets.
Kris joins the show to break down some of the complexities of market volatility and describes why we have not yet seen investors flee for the exit. Could a huge VIX spike be on the horizon? To hear Kris's thoughts, you'll just have to tune in!
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Referenced In The Show:
How structured products have suppressed equity index volatility: https://twitter.com/Ksidiii/status/1544458838149062658
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Timestamps:
00:00 Introduction
00:38 Running A Volatility Arbitrage Hedge Fund
02:40 Why Is The VIX So Suppressed?
10:19 Commodities Were The Perfect Hedge For 2022 H1, Will they Be For H2?
14:24 The Effect Of Structured Products On Volatility
21:43 How A Market Sell-Off Could Trigger A Huge VIX Spike
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Disclaimer: Nothing discussed on Boiler Room should be considered as investment advice. Please always do your own research & speak to a financial advisor before thinking about, thinking about putting your money into these crazy markets.
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