(Harvest) Most experienced investors understand that lack of variability doesn’t necessarily equate to stability. In 2017 the Cboe Volatility Index (VIX) averaged around 10, which is almost half its long-term average. So far this year, VIX has averaged close to 17.5, including a massive 100% spike on February 5—a once-in-almost-200-years event on a statistical basis! Call it a reversal to normal standards or something else, but my analysis below shows that a higher VIX is likely here to stay for some time.
Interplay of Correlations, Volatility & Positioning in Current Markets
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