Volatility Views 141: The Return of Euan Sinclair
Volatility Viewpoint: Euan Sinclair, author of Volatility Trading Editions 1 and 2 and Options Trading,is back. Euan is an option trader with over eighteen years of professional trading experience. He currently works on strategy design and is the risk manager at Bluefin Trading. He holds a PhD in theoretical physics from the University of Bristol.
The major volatility takeaways/lessons from 2014?
The dramatic increase in "vol-of-vol" at the end of the year, and the primary drivers of that?
Did the flight of institutional liquidity from the markets contribute to the increase in "vol-of-vol", or is the lack of liquidity overplayed?
His take on what we are seeing from a commodity vol perspective right now, particularly crude oil?
His opinion of VXST, and why it has not gained more traction
His opinion on the two VIX competitors in the works - Voldex and the Whaley Project
A sneak peek at his new book and what he is look