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Odd Lots

Jun 19 2024

S&P 500, Correlation & Low Volatility: The Big Trade Underneath the Strangely Calm Surface of the S&P 500 | Odd Lots

Volatility Trade Under Surface of S&P 500

In the latest episode of Odd Lots, Tracy Alloway and Joe Weisenthal explore current market conditions, emphasizing the interplay between dispersion, correlation, and volatility. The episode, recorded on June 13, highlights how the S&P 500 has consistently shown upward momentum, albeit with minimal daily gains. The discussion introduces the concept of the dispersion trade, which […]

Written by SpotGamma · Categorized: Market Analysis · Tagged: Convexity, dispersion, Odd Lots, volatility

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