John Lutt

[Alpha_Ex_LLC @Alpha_Ex_LLC]

https://t.co/V2Hqt4nv15

[Alpha_Ex_LLC @Alpha_Ex_LLC]

https://t.co/jJqZ9W7qyQ

[Alpha_Ex_LLC @Alpha_Ex_LLC]

Here is an index that sums the #Predictit odds of #Biden winning and the Senate going Dem majority. #November3rd #Election2020

https://t.co/yw9kNdV6qq

[Alpha_Ex_LLC @Alpha_Ex_LLC]

Next up on the #AlphaExchangepodcast is former #FOMC member Kevin Warsh. Look out for a great discussion on #markets, the #economy and the way forward for Central Banking.

Here is his most recent #OpEd for the #wsj https://t.co/BWpbXBd3WT

[Alpha_Ex_LLC @Alpha_Ex_LLC]

This is still a fair premium to recent realizeds which are ~22-24 depending on window (2 week, 1 month)...what #election bump? #volatility

[Alpha_Ex_LLC @Alpha_Ex_LLC]

Chaos in #election aftermath? Dec $VIX #futures (30.55) now higher than October...this was -7 on Sept 3. $VIX #options #volatility

[Alpha_Ex_LLC @Alpha_Ex_LLC]

33% of $QQQ listed #option open interest expires tomorrow...for context, last month, August regular expiry represented 22% of open interest, and looking forward, Oct open interest will represent 22% of open interest after tomorrow's expiration. #OptionsTrading

[Alpha_Ex_LLC @Alpha_Ex_LLC]

Nearly without precedent, $TSLA is realizing 100% volatility on just the days it goes UP this year. The 3 month 25 delta call is 60% out of the money and 97 vol (Dec 590 call) vs 3 month 25 delta put is 19% otm and 90 vol (Dec 302 put).

[Alpha_Ex_LLC @Alpha_Ex_LLC]

SPX almost flat on the year; NDX up a bunch. “Price is a liar” ~ John Burbank, founder of Passport. 6% SPX move on Thursday, 4SD, once every 63 year event. “Volatility is an instrument of Truth” ~ @vol_christopher, founder of Artemis.

[Alpha_Ex_LLC @Alpha_Ex_LLC]

In this episode of the #AlphaExchangepodcast @jwdoft Jake Doft, founder & CIO of Highline Capital shared his insights on how the #crisis has forced #businesses and #consumers to adapt to the #newnormal

[Alpha_Ex_LLC @Alpha_Ex_LLC]

In this new episode, Steven Englander, head of G10 FX and North America Macro Strategy at Standard Chartered shared his #outlook on #inflation, the fast moving aspect of the #March #dislocation, and views on risk as expressed through #FX https://t.co/WoXeWQhFiE

[Alpha_Ex_LLC @Alpha_Ex_LLC]

@Oaktree #volatility #COVID19 #economicresponse #oilcrash #Fedresponse

[Alpha_Ex_LLC @Alpha_Ex_LLC]

On this episode of the Alpha Exchange Crisis Series, our esteemed guest, @HowardMarksBook discusses the uncertainty in markets as a result of the Covid-19 pandemic. “If you have never experienced something before, you can’t say how its going to end.” https://t.co/lc5r1NP7A0

[Alpha_Ex_LLC @Alpha_Ex_LLC]

Our latest episode with Man Group’s Head of Institutional Hedging and Portfolio Solutions, Peter van Dooijeweert is live. https://t.co/J2MNMXcgHC

[Alpha_Ex_LLC @Alpha_Ex_LLC]

Worth watching.

[Alpha_Ex_LLC @Alpha_Ex_LLC]

Future credit extension would seem impacted by these impairments

[Alpha_Ex_LLC @Alpha_Ex_LLC]

New metrics.

[Alpha_Ex_LLC @Alpha_Ex_LLC]

This seems like a window into the next several months in the US. https://t.co/Zj2QlyrSGW

[Alpha_Ex_LLC @Alpha_Ex_LLC]

Italy is in more danger than the eurozone will acknowledge https://t.co/ZjKgM1rvSj

[Alpha_Ex_LLC @Alpha_Ex_LLC]

On our #alphaexchangepodcast #crisis series, Founder and CIO of Longtail Alpha, @longtailalpha Vineer Bhansali joins @Dcurnutt Dean Curnutt to talk about the 2020 economic and financial crisis. https://t.co/79gUzniJL4