VIX
topic on 3 shows · 9 statements across 5 episodes · said 3 times in 1 episodes since 2020
Capital Allocators 3 
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9 statements about VIX, every show
Escobari: US VIX Is Trading at Three Times Historical Average
“The US has become a lot more volatile than it used to be. If you look at the VIX, it's at three times. The VIX is the volatility index. Three times the average.”
Tangen: Market fear can be measured via VIX, media coverage, and expert disagreement
“Fear you can measure in, in, you know, in the VIX index, the volatility index, you can measure well, for instance, during COVID, you can measure it in the amount of media on, on the bad news to which extent specialists disagree with each other, what are the do…”
Brolin: Edenbrook monetized puts when VIX hit the low eighties
“Coming into March of 2020, we had about low double digits in cash, but we had all of these puts that we had bought. And so when those puts really paid off, they became an extra significant amount of cash in the portfolio. So the VIX went up into the low eighti…”
Mauboussin: VIX Prints Reached All-Time Highs Above 2008 Levels
“I believe it's correct to say that the prints we've had on the VIX and the clothes we've had on the VIX are at all time highs, higher than the financial crisis.”
Selvala: Buying volatility when VIX is at 9 to 11 is historically attractive
“Well, what I would say is if your view is that volatility is cheap and arguably when the VIX is around 11, 10, nine, it is cheap. You look at any, You know, it's a mean reverting asset and you look at over time that tends to be pretty, pretty attractive level …”
Selvala: VIX spikes let systematic volatility sellers collect higher premiums
“When there is a storm, it's not good for the policies you've already written, but it's very good for the policies you you're about to write. And if you are sort of a systematic volatility seller with guardrails, like the iron condor strategy, then those VIX sp…”
Selvala: In 2017, the VIX averaged around 11, lowest since 1990
“The VIX averaged about 11, which was its lowest level, I think, since 1990.”
Selvala: The VIX spikes to 30 or higher roughly every 24 months
“When you look at a graph of the VIX over the last, you know, 20 plus years, It's about every 24 months or so that you see one of these spikes where the, you know, the VIX will get up to, you know, certainly 30 plus, if not, not touch 40.”
Selvala: Inverse VIX ETNs exacerbated the February 2018 volatility spike
“In this case, the VIX spike that we saw on the, you know, towards the close of the fifth and the opening on February six was exacerbated by these inverse VIX ETNs that a lot of people were sort of getting into because they looked really good for a long period …”