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Podcast: Monetary Matters with Jack Farley
Episode: Kris Sidial: "Graveyard Day" Is In Store For Short Volatility Traders
Description: 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/KsidiiiFollow Jack Farley on Twitter https://x.com/JackFarley96