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A NEW WAY TO THINK ABOUT EQUITY VOLATILITY
As we leave “free markets” behind, how should we think about relative equity volatility.
Sep 11, 2023
•
Russell Clark
12:42
27
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A NEW WAY TO THINK ABOUT EQUITY VOLATILITY
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March 2023
DOES THE BANK CRISIS SPELL THE END FOR AUTOCALLABLES?
Autocallables are just corporate bonds issued by banks. If AT1 can be zeroed - what does this do for the autocallable market?
Mar 21, 2023
•
Russell Clark
8:49
12
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DOES THE BANK CRISIS SPELL THE END FOR AUTOCALLABLES?
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November 2022
HSCEI AND THE WEIRDNESS OF AUTOCALLABLES
VHSCEI and HSCEI have become positively correlated, as the weirdness of autocallables plays out. Shorting VHSCEI looks attractive.
Nov 15, 2022
•
Russell Clark
9:39
14
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HSCEI AND THE WEIRDNESS OF AUTOCALLABLES
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October 2022
GREAT BARRIER GRIEF
Barriers are far lower than I expected but HSCEI autocallables are getting near its barriers
Oct 18, 2022
•
Russell Clark
9:53
14
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GREAT BARRIER GRIEF
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September 2022
AUTOCALLABLES - FAQ
Answering common questions from my series on autocallables
Sep 23, 2022
•
Russell Clark
8:05
5
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AUTOCALLABLES - FAQ
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AUTOCALLABLES AND ITS EFFECT ON IMPLIED VOLATILITY
HSCEI gives us a worked example. KOSPI 200 looks to be close to barriers.
Sep 15, 2022
•
Russell Clark
11:18
23
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AUTOCALLABLES AND ITS EFFECT ON IMPLIED VOLATILITY
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WHY LOOK AT AUTOCALLABLES NOW?
A number of key markets are near trading near barriers, which means the risk of a volatility blow up is high. Without a fall in treasury yields, a 30…
Sep 13, 2022
•
Russell Clark
9:16
19
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WHY LOOK AT AUTOCALLABLES NOW?
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KOREAN AUTOCALLABLES AND THE MISPRICING OF VOLATILTY
The presence of autocallables cause volatility to be mispriced. The end of autocallables will lead to a repricing of volatilty.
Sep 8, 2022
•
Russell Clark
11:03
11
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KOREAN AUTOCALLABLES AND THE MISPRICING OF VOLATILTY
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THE MECHANICS OF AUTOCALLABLES
A tried and tested hedge fund strategy, packaged as a retail product
Sep 6, 2022
•
Russell Clark
10:02
10
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THE MECHANICS OF AUTOCALLABLES
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DOES INFLATION MEAN WE CAN LOOK FOR "BIG SHORTS"?
Since the GFC, betting on bailouts has been a winning strategy. With tight commodity markets, does it make sense to bet on bankruptcy again?
Sep 5, 2022
•
Russell Clark
9:59
12
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DOES INFLATION MEAN WE CAN LOOK FOR "BIG SHORTS"?
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