‘Smells Like Coordinated Stock Liquidations’ – Equity Returns Are ‘Night’ & ‘Day’
December 07, 2022 at 21:40 PM EST
The last few days been very interesting. Coming into this week, SpotGamma expected that markets would grind ahead into next week’s key data points, starting with 12/13 CPI. This view was driven by the fact that short dated volatility sellers should come into a positive gamma environment, taking advantage of the blackout in data-driven volatility […] Source