The FOMC meets on Dec 13th and 14th with an announcement of their first rate hike in a year expected on the afternoon of the 14th. Odds of a .25 rate hike at the meeting …
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Back on September 8th we detailed a long vol trade in VIX options. This is a strategy we like and it’s probably the best pure vol play in the VIX as it doesn’t suffer from …
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Summer Swoons For whatever reason, most notably seasonality in economic data (something we’ve written about alot here at Risk Reversal) coming out of the financial crisis, the summer months have become one of the …
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