Volatility Strategies

Mike Green On The Markets: Central Banks, Volatility And Short Dealer Gamma Positioning

Mar 12, 2020

Mike Green, chief strategist and partner at Logica Capital, speaks to EQDerivatives on his reaction to the turmoil being seen in global markets, driven by COVID-19. In this exclusive interview, Green discusses why the central bank put is not an interest-rate phenomenon, but a bond-price phenomenon, how the system is on reset due to short dealer Gamma positioning and what opportunities he currently sees in the market.

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