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Vol Crush Loading
Everybody likes a good forward on an esoteric backtest.
For what it's worth, at least some market participants are playing for the by-now well-socialized, post-election vol bleeder in the US.
Headed into Tuesday's vote, VIX downside was bid in some corners, indicative of folks coming around to the election "seasonal" (that's a bit of a misnomer, but you get the idea) illustrated in the figures below, from Nomura's Charlie McElligott.
I highlighted those charts a few days back. McElligott up
Trump governing as a democrat, courtly or otherwise. That sounds as achievable as a media without hacks and hackles.