Week in Volatility
Markets were down this week, but while volatility futures rose implied volatility did not rise significantly. With significant uncertainly regarding the situation in Japan, US markets seems to ignore it, and instead focus on economic growth and iPad 2 sales. My feeling is that a lot of uncertainly is actually going to be resolved this week, and I expect to see lower risk premiums.
Subscribe to:
Post Comments (Atom)
Weekly market report
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...
-
As I am sure all of you know Russia has began a full scale war against my home country Ukraine. Please make no mistake - Putin's goal ...
-
Many investors are looking at VIX and VSTOXX indexes as a leading indicators of volatility in equity markets, however many are confused by t... -
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...
No comments:
Post a Comment