How AlphaShark's Andrew Keene Is Playing Yandex

How AlphaShark's Andrew Keene Is Playing Yandex

Assessment

Interactive Video

Business, Religious Studies, Other, Social Studies

University

Hard

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Quizizz Content

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The video discusses an AQR paper on volatility trading, highlighting the challenges of betting on long and short volatility. It explores market trends since 2009, noting the difficulty in predicting volatility spikes. The speaker shares insights on trading strategies, focusing on options and time decay. A specific trade involving Yandex is analyzed, emphasizing the use of a bull call spread to manage risk and volatility.

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2 questions

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1.

OPEN ENDED QUESTION

3 mins • 1 pt

What insights does the speaker provide about the recent trading activity in Yandex options?

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2.

OPEN ENDED QUESTION

3 mins • 1 pt

What strategy does the speaker suggest for trading options in relation to volatility?

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