Dan Galai (@profdangalai) 's Twitter Profile
Dan Galai

@profdangalai

Prof. Dan Galai is Professor Emeritus of Finance and Business Administration at the Hebrew University, Jerusalem. Co-pioneered the #VIX.

ID: 1263515116424888321

linkhttps://eorm3.com/ calendar_today21-05-2020 17:01:09

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Institut Louis Bachelier (@louisbachelier) 's Twitter Profile Photo

[#ReportFaIR] ๐Ÿ—ฃ๏ธ One of the most important challenges of the financial system is to leverage the new technologies in order to provide a tailored experience to end-users. Learn more in the new ILB FaIR Advances Report ๐Ÿ‘‰: bit.ly/2NUUHVb

[#ReportFaIR]

๐Ÿ—ฃ๏ธ One of the most important challenges of the financial system is to leverage the new technologies in order to provide a tailored experience to end-users. 
 
Learn more in the new ILB FaIR Advances Report
๐Ÿ‘‰: bit.ly/2NUUHVb
Roger Ehrenberg (@infoarbitrage) 's Twitter Profile Photo

I'm not "happy" that the public markets in general and tech in particular are getting smashed and experiencing gut-wrenching volatility (just look at the VIX today), but it's necessary education for a generation of young folks who know of nothing other than "up-and-to-the-right"

Menachem Brenner (@brennermenachem) 's Twitter Profile Photo

Equity markets are up, Volatility is down but rates keep going up. Though the Fed and some analysts are playing down inflation, rates will show the way, equities will decline and Volatility will jump.

Dan Galai (@profdangalai) 's Twitter Profile Photo

Itโ€™s remarkable to see that despite the recent political turmoil in Israel, the local volatility index (VTA35) has hardly budged. Conclusion: the economy is more powerful than politics! #VIX

RBmediaTopAuthors (@rbmediaauthors) 's Twitter Profile Photo

The search for your next audiobook is over! For a limited time, save 50% on the "Essentials of Risk Management, Second Edition" audiobook by Michel Crouhy, @profdangalai, and Robert Mark. audiobooks.com/promotions/proโ€ฆ

ื”ืื•ื ื™ื‘ืจืกื™ื˜ื” ื”ืขื‘ืจื™ืช ื‘ื™ืจื•ืฉืœื™ื (@hebrewu_heb) 's Twitter Profile Photo

ื‘ืžื—ืงืจ ืฉืœ Orly Sade ื• Dan Galai ืž-The Hebrew University Business School ืขื•ืœื” ื›ืฉื”ืžื•ื— ื”ืื ื•ืฉื™ ืœื ืžื•ืชืื ืœื”ื—ืœื˜ื•ืช ืคื™ื ื ืกื™ื•ืช. ืื ืฉื™ื ืื™ื ื ืื•ื”ื‘ื™ื ืœื”ืคืกื™ื“ ื•ืกื•ื‘ืœื™ื ืžืื•ื“ ืžื”ืชื—ื•ืฉื” ื”ื–ื•. ื”ืจื•ื‘ ืžืขื“ื™ืคื™ื ืœื ืœื“ืขืช, ื‘ืžืงื•ื ืœื”ืชืžื•ื“ื“ ืขื ื”ื“ื™ืœืžื•ืช ื•ื”ืื™ึพื•ื“ืื•ืช ืฉืœ ื”ืขื•ืœื ื”ืคื™ื ื ืกื™. ืื™ืš ื–ื” ืžืฉืคื™ืข ืขืœ ื”ื—ืœื˜ื•ืช ืžืฉืงื™ืขื™ื ื•ื”ื”ื—ืœื˜ื•ืช ื”ื™ื•ื ื™ื•ืžื™ื•ืช ืฉืœื›ื?

RBmediaTopAuthors (@rbmediaauthors) 's Twitter Profile Photo

Limited Time Offer: Save 50% on the "Essentials of Risk Management, Second Edition" audiobook. Offer ends 09/20 Michel Crouhy, @profdangalai, and Robert Mark audiobooks.com/promotions/proโ€ฆ

Dan Galai (@profdangalai) 's Twitter Profile Photo

Two events that happened 50 years ago have shaped the modern financial markets we have today. An article (HEBREW) I co-authored with Menachem Brenner about the impact of the CBOE and Black & Scholes on our world today: iglob.es/?1001459426

Dan Galai (@profdangalai) 's Twitter Profile Photo

Many are saying that todayโ€™s $VIX levels only happened twice in history - during the 2008 financial crisis, and the 2020 COVID. However - the largest jump was during the Crash of October 87. The implied increase to over 100, and the indexes fell 22%; only it was at pre-VIX timeโ€ฆ

Dan Galai (@profdangalai) 's Twitter Profile Photo

In Hebrew, so hopefully Google Translate will help! Shaul Amsterdamski (Shaul Amsterdamski ๐ŸคŸ๐Ÿซถ) in ื›ืœื›ืœื™ืกื˜ | Calcalist today writes about the history of the $VIX and its effect on todayโ€™s markets (and Israel specifically): calcalist.co.il/magazine/articโ€ฆ

Dan Galai (@profdangalai) 's Twitter Profile Photo

Undoubtedly, Trump is the darling of the #VIX traders! No previous president had such an impact on the VIX in such a short timeโ€ฆ

Menachem Brenner (@brennermenachem) 's Twitter Profile Photo

unusual_whales The markets are now in the "unknown unknowns" zone. One indicator of the UU zone is VVIX (Vol of Vol) was 152 yesterday, highest in 6 months. Another indicator is the volume of Out of the Money(OTM) & Deep OTM Puts (e. g. Strike Price 480 & lower) for short maturities.