How far do treasuries need to drop before negative spot/vol. correlations bleed into risk-assets? <-- monitor this for trading -P/+C RRs. Assuming no Fed surprises.
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Crypto Options Analytics, April 17th, 2022
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How far do treasuries need to drop before negative spot/vol. correlations bleed into risk-assets? <-- monitor this for trading -P/+C RRs. Assuming no Fed surprises.