We need correlations to fall first, then we can see volatility fall. Dont be surprised once that happens, to see the $VIX falls at the same time as the market.

Long Volatility trading is tricky. Even trickier with the VIX over 75#equityarmorinvestments

— Joe Tigay (@JoeATiger) March 19, 2020

from Twitter https://twitter.com/JoeATiger

March 19, 2020 at 11:02AM