Volatility Tag

What Does the Collapse of JPY/USD Volatility Mean for the VIX?

02 Jul, by Knowledge Leaders Team in Uncategorized

A lot has been written recently by us and others about the absolute collapse in volatility in financial markets. Whether stocks, bonds, FX or commodities, volatility is making multi-year lows, but the lack of volatility in the JPY/USD cross is among the most stunning of...

Volatility Continues To Grind Lower

19 Jun, by Knowledge Leaders Team in Uncategorized

Many investors, including ourselves, look at the CBOE VIX to measure market volatility. Over the past few days the VIX has made multi-year lows and is back at levels last seen in 2006-2007. Another way that we look at volatility is by tracking the standard...

Where Art Thou Volatility?

28 May, by Knowledge Leaders Team in Uncategorized

Over the past 31 days, volatility in the MSCI World, as measured by the standard deviation of the daily percent change in the index, has fallen to levels last seen in November 2006. The 252-day moving average (one year’s worth of trading days) has fallen...