1987 crash

1 statements across 1 episodes · 0 bullish · 0 bearish · 1 people on the record · first statement Feb 26, 2018 by Rick Selvala · across every show →

Everything said about 1987 crash, oldest first

Feb 26, 2018
Assertion Supported
Selvala: Implied volatility spread over realized has averaged 3-4% since 1987
“And you can see it, you know, numerically by looking at the spread of implied volatility over realized volatility. And since the 87 crash, it's been pretty persistent in that, you know, three to four percent range.”
Rick Selvala Feb 26, 2018 ▶ 17:43 Rick Selvala - Harvesting Volatility (Capital Allocators, EP.41)
Made with StarZero

Turn any episode into a week of clips.

This entire site, over 700 episodes transcribed, diarized, checked and made playable, runs on the StarZero media pipeline. Drop in your own episode and the podcast clipper finds the moments worth sharing, cuts them, captions them, and reframes them for every feed.