The Wall Street Journal Discusses Volume with ZEGA
By Jillian Baker
Jay spoke with Wall Street Journal reporter, Amrith Ramkumar, about how trading volumes have fallen recently. Interestingly enough, volume and volatility have very similar trends. For example, the S&P 500 volume compared to the VIX, virtually mirror each other. And we have found that the implied volatility in options is a better predictor of markets in the short term than most.