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Ben chabot
@chabot_ben
Professor at Northwestern University. Teach finance at UC-Booth. Former Economist and Senior Policy Advisor at Federal Reserve and Professor at UMich and Yale.
Joined June 2014
258 Following    4.7K Followers
Market is relaxed and on vacation before Jackson Hole and the BLS revision. 1DTE SP500 25d risk-reversal is -2.1 which is the 29th percentile over the past year.