Major volatility indexes were pretty much unchanged from a week ago, while futures declined - which is the normal "decay" behavior for the futures. In Asia VHSI lost 1.86 points from 14.14 to 12.28 and VNKY lost 1.70 points from 23.90 to 22.20.
I'm still working on automating charts for international volatility futures.
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... -
Deutsche Bank Currency Volatility Index was developed to provide an implied volatility benchmark for major currency markets. The index is d...
No comments:
Post a Comment