Josh and Michael discuss whether the Rotation Trade is sustainable, if Russell is the right bedfellow and if thematic pairs trades are riskier than long indices.
Jul 30, 2024
14 min
Collecting equity risk premium is profitableInflation after November 5thInsurance is cheap!
Jul 11, 2024
11 min
Josh and Michael discuss how FX volatility is not reflecting the same political concerns as French bonds, skew as a better indicator of risk than volatility in FX and how the VIX is low but the IV-RV spread is high in the US.
Jun 25, 2024
10 min
Josh Silva and Michael Purves tackle both ends of the curve - the MOVE and VIX “sell (VOL) in May and go away” - a dovish fiscal policy.
Jun 16, 2024
7 min
Why is Gold rallying without volatility, and despite a stronger US dollar and stubbornly high US interest rates?
Jun 16, 2024
10 min
Josh and Michael discuss The Fed's impact on the equity and fixed income volatility and prospective market outcomes.
Jun 16, 2024
10 min
Josh and Michael tackle the continuation of rising yields and an equity rally, and why a higher floor should be expected for the for the VIX and interest rates.
Jun 16, 2024
9 min
Listen in as Michael Purves and Josh Silva discuss the potential impact of rising interest rates on the economy, VIX, equity market volatility, and historical comparisons with the 90's tech-driven rally.
Jun 16, 2024
9 min
In this episode, we look at what a dispersion trade is, how it might affect the VIX, and historical parallels that warrant attention but also point to potential upside rallies.
Jun 16, 2024
8 min
The inaugural Macro & Volatility podcast featuring Michael Purves of Tallbacken Capital Advisors and Josh Silva of Passaic Partners. In this episode we discuss the upcoming Fed meeting, what the derivative markets are currently telling us, and the structural trends in cross asset volatility.
Jun 16, 2024
11 min