Is VIX Decline An Opportunity To Add Hedges?

Is VIX Decline An Opportunity To Add Hedges?

The recent move lower in implied vol is "an opportunity to add short-dated hedges," according to Goldman's Rocky Fishman. Over the last several months, I've dedicated quite a bit of digital ink to the supply/demand imbalance that kept implied vol stubbornly elevated, even as realized fell. This discussion is familiar to regular readers. A variety of factors conspired to keep forward vol "stuck," if you will. Late in February, JPMorgan’s Marko Kolanovic described similar distortions to those o
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