MKM's Strugger Calls Volatility Products 'a Bit of a Sideshow'

The video discusses the current state of short volatility products, highlighting their decline and the structural shifts in the market. It emphasizes the enduring attractiveness of extracting the volatility risk premium and compares the situation to the 2007-2008 financial crisis. The video also analyzes the triggers of current market volatility, such as employment reports and U.S. Treasury yields, and debates the role of derivatives in conveying market information.

How does the difference between implied volatility and realized volatility affect trading strategies?

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What are the implications of the structural shift in inverse volatility products mentioned in the text?

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In what ways does the current volatility event compare to the events of 2007 and 2008?

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What risks are associated with the unwinding of short volatility products for investors?

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What changes to volatility products were suggested as necessary in the text?

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