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  • 6 years ago
Volatility Views 33: The Art of Managing Volatility

Volatility Views 33: The Art of Managing Volatility

Volatility Views 33: The Art of Managing Volatility
Volatility Review: VIX has been up and down around the 30-handle, but now it is time for it to begin to settle at a more normal level. Friday was quarterly expiration day in the Euro VoContract futures, with the front one-month and the December three-month going out.
Volatility Viewpoint: Today's guest, Chris Cole, Managing Director at Artimus Capital Management, sits down to discuss VIX options and futures, volatility doldrums, and the trading approach at Artimus. 
Crystal Ball: VIX is a coin flip with regard to both the long-term and short-term mean. The gang looks at the January one-month and March quarterly Euro VolContracts and their implied volatilities versus potential realized vol.

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