Exercise

[ny_quant]

There is no doubt that the Fed will cut rates on Wednesday, we just don't know whether it will be 25 or 50 basis points. Look at data presented in the second tweet below and design an options strategy to profit from this. Pros need not bother. Learners - please don't be shy. Comments are not screened.

Markets will be watching to see if the Fed can avoid a recession into 2025.

Historically speaking, the S&P 500 returns +15% within a year of the 1st rate cut if there is no recession.

If there is a recession, the S&P 500 loses *15% in the first year, on average. pic.twitter.com/l6pb09fzss

— The Kobeissi Letter (@KobeissiLetter) September 16, 2024

Comments

[mi-b.livejournal.com]

Ну да, во втором, а в первом твите имеется в виду куда более короткая волатильность. За сколько можно купить годовую волатильнсоть, из твитов непонятно

[ny-quant.livejournal.com]

Вы правы, я имел в виду только второй, но второпях не уточнил. Щас добавлю апдейт.