How far do treasuries need to drop before negative spot/vol. correlations bleed into risk-assets? <-- monitor this for trading -P/+C RRs. Assuming no Fed surprises.
Crypto Options Analytics, April 17th, 2022
Crypto Options Analytics, April 17th, 2022
Crypto Options Analytics, April 17th, 2022
How far do treasuries need to drop before negative spot/vol. correlations bleed into risk-assets? <-- monitor this for trading -P/+C RRs. Assuming no Fed surprises.