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Monetary Matters with Jack Farley

Kris Sidial: "Graveyard Day" Is In Store For Short Volatility Traders

77 min • 22 september 2024

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

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