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Alpha Exchange — The DOTS (Discounting of Trump Success)
Scout ratingSCOUT· 69%21m·2024-10-26·Money

The DOTS (Discounting of Trump Success)

Alpha Exchange · 184

Is Trump in the price? Wall Street is asking this question. In this podcast, I walk through how the market prices implied volatility around the US Election, focusing on the SPX, TLT and even DJT. As option premiums are much higher than justified by recent realized, there’s an enormous vol risk premium, the result of a…

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