Bitcoin pioneer Charlie Shrem peels back the layers on the lives and backgrounds of the world's most impactful innovators. Centering around intimate narratives, Shrem uncovers a detailed, previously unspoken story of the genesis and evolution of bitcoin, cryptocurrency, artificial intelligence, and the web3 movements. Join Shrem as he journeys through the uncharted territories of tech revolutions, revealing the human side of the stories that shaped the digital world we live in today.
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Market Measures - October 21, 2025 - Why Volatility Doesn't Follow Price
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Manage episode 514912444 series 68544
Content provided by tastylive. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by tastylive or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://podcastplayer.com/legal.
A market measure segment explored why volatility behavior doesn't directly correlate with price movement in equity markets. Using five years of S&P 500 (SPY) data, researchers demonstrated that implied volatility acts independently of price direction. Key findings revealed the strongest correlation exists between volume and IV Rank (IVR) at 0.5, while price and volatility showed minimal connection. The scatter plot visualization confirmed volatility tends to contract fastest when both trading volume and IVR are elevated. For traders, this means focusing on IV metrics rather than price movement when assessing market stress. Peak fear moments, characterized by surging IVR and volume, typically present optimal opportunities to fade volatility, despite feeling uncomfortable in the moment.
…
continue reading
1653 episodes
MP4•Episode home
Manage episode 514912444 series 68544
Content provided by tastylive. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by tastylive or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://podcastplayer.com/legal.
A market measure segment explored why volatility behavior doesn't directly correlate with price movement in equity markets. Using five years of S&P 500 (SPY) data, researchers demonstrated that implied volatility acts independently of price direction. Key findings revealed the strongest correlation exists between volume and IV Rank (IVR) at 0.5, while price and volatility showed minimal connection. The scatter plot visualization confirmed volatility tends to contract fastest when both trading volume and IVR are elevated. For traders, this means focusing on IV metrics rather than price movement when assessing market stress. Peak fear moments, characterized by surging IVR and volume, typically present optimal opportunities to fade volatility, despite feeling uncomfortable in the moment.
…
continue reading
1653 episodes
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