"The Great Skew Reset"

Published on June 17th, 2022Market and research
Last con-Tango in Paris


Portfolio Manager

In 2022, the S&P500 index took a one-two punch with the surge of US inflation and the war in Ukraine. Despite a few bear-market rallies, the index marked lower lows and even hit -20% YTD at one point. Volatility however did not behave how you could expect in such context... Simon Aninat, PM and Volatility expert at Seeyond, explains the great skew reset we have been witnessing and why we closely monitor this parameter.  


This interview took place on June, 9th 2022


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