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.
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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...
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John “Hojun” Hwang is the author of VIX, VIX Futures, and VIX ETNs, a conceptual guide to trading the VIX index. He graduated with degrees i...
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This week 's market movements were largely driven by renewed recession fears in the wake of a sharp rise in office v... -
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...
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