1.https://www.zerohedge.com/news/2019-01-12/chris-cole-coming-2-trillion-short-vol-blowup-could-be-more-devastating-1987
2.“Ultimately, the chaos from February was largely contained within the VIX ETP space, which represents only a sliver of the overall $2 trillion monster short-vol trade...which means there's still $1.95 trillion that Cole expects will unwind over the next 1-3 years.”
3.感想:2万亿波动率空头平仓可能会导致市场巨震,2018年2月美股的下跌仅仅对应50亿美元的平仓,难以想象未来会是怎么样,也许是下一次金融危机真正的推手(国际政治形式,债务危机只是导火索),本来做空波动率这种事情就是不能长线干的,但是很多人却不得不这么干,因为只有这么干才能在短期不断有钱入账,维持自己的公司,能拖多久拖多久 = =
4.昨日阅读1小时
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