Hi,
You recently talked of "We've had a frustrating amount of days where long sp delta outperforms short vol, the extra vol makes weighting these difficult imo. "
Would it be much to ask you to elaborate on this if possible. I'd greatly appreciate some clarity.
when you say the sp delta outperforms short vol, what exactly does that mean. Is it possible to obtain the sp delta off say e-signal, or is such info only available on bloomberg?
Greatly appreciate your input in helping me understand this.
Rgds,
You recently talked of "We've had a frustrating amount of days where long sp delta outperforms short vol, the extra vol makes weighting these difficult imo. "
Would it be much to ask you to elaborate on this if possible. I'd greatly appreciate some clarity.
when you say the sp delta outperforms short vol, what exactly does that mean. Is it possible to obtain the sp delta off say e-signal, or is such info only available on bloomberg?
Greatly appreciate your input in helping me understand this.
Rgds,