Taurus Wealth's Preiss Calls Repricing of Volatility Healthy

The video discusses the unwinding of VIX-related products and its implications for market corrections. It highlights market complacency due to yield enhancement strategies and quantitative easing. The risk of contagion in credit markets is analyzed, with a focus on credit default swaps. The discussion shifts to emerging markets as a preferred asset class and the potential for future volatility, emphasizing a healthy market correction.

In what way does quantitative easing relate to the current market conditions discussed?

What is the speaker's perspective on the future movement of volatility in the market?