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Goldman Thinks It’s Time You ‘Sharpe’n Up
Guess what? Cross-asset vol. is suppressed. Who knew, right?
How should you capitalize? Well, you know how the old saying is "don't quit your day job"? Yeah, so in the current environment, the opposite applies. If you are a Target manager, you should actually "quit your day job" in favor of moving in and out of VIX ETPs all day long on your way to ensuring that thanks to the NY Times, you will forever be remembered as the poster child for the 2017 equity bubble.
Of course that's the extreme ca
