Last year an explosive move to the down side saw a 140 handle move in the S&P. Bids evaporated, short option strategies were destroyed. More than an algo move, Bots in the extreme lol.
the vix here hugging 11 all too eerily reminds me of last year. I would be very careful with an short vol plays.
my feeling is long euro, yen, long gold silver, long bonds, short dollar index and short US stocks
the vix here hugging 11 all too eerily reminds me of last year. I would be very careful with an short vol plays.
my feeling is long euro, yen, long gold silver, long bonds, short dollar index and short US stocks
I'm short US stocks ES emini
LONG volatility