Mandelbrot was writing about micro volatility but his observations about the volatility of volatility also apply at macro scales.
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The market's main gauge of volatility, the Cboe Volatility Index .
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Historically, implied sterling volatility has been lower than euro volatility.
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The market's main gauge of volatility, the CBOE Volatility Index .
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High Volatility down 16.8% Low Volatility down 4.7% High volatility are stocks that have a high sensitivity to market movements (typically energy, tech, solar, biotech); low volatility (typically consumer staples and utilities) do not.
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The VIX volatility index measures implied volatility in U.S. stock markets.
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While the VIX usually roughly tracks recent volatility (since past volatility is often the best guess at future volatility) something interesting happened last week.
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The VVIX index measures the volatility of the 30-day forward price of the VIX index, and is often called the volatility of volatility.
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Market volatility increased, with the Euro STOXX 50 Volatility Index gaining ground.
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Broader FX volatility indicators also remain subdued - Deutsche Bank's Currencies Volatility Index .
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However as volatility picked up the leveraged volatility ETFs began blowing up.
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But you've seen increases in interest rate volatility and foreign exchange volatility.
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Just the opposite — they're expecting a lot less volatility, not more volatility.
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While an unconstrained low-volatility index may have sector or industry overweights when volatility strikes, it can reallocate away from volatility during scheduled re-balancing.
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But owning the CBOE Volatility Index, better known as the VIX, a measure of market volatility, can smooth things out when volatility picks up. Why?
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For those, Rosenbluth recommended "lower volatility-oriented ETFs" like Invesco's S&P 500 Low Volatility (SPLV) and the iShares Edge MSCI Minimum Volatility USA ETF (USMV).
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Does low volatility push stocks higher, or does a rising market depress volatility?
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However, rupiah volatility amid volatility may compel the BI to hold, he added.
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In the U.S. stock market, volatility was muted with the CBOE Volatility Index .
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"Trump is high volatility, and investors generally abhor volatility and shun uncertainty," he wrote.
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"Volatility spiked, but volatility going into the election kind of came off," Davitt said.
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After all, the volatility effect only removes value if that volatility goes both ways.
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On market volatility: "Short term we think volatility will probably drift higher," Kolanovic said.
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Volatility in currency markets has plummeted, according to the Deutsche Bank Currency Volatility Index.
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"During this period of low volatility, shorting volatility has become incredibly profitable," Lafferty explained.
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Volatility, as measured by the CBOE Crude Oil Volatility Index, has fallen in 2017.
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At the very least, if you are short volatility, and volatility goes up, you would have to buy volatility just to keep your exposure at the same level.
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The low-volatility effect may be because investors instinctively prefer to buy high-volatility stocks which they believe will produce excess returns, leaving low-volatility stocks comparatively cheap.
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"Today's large increase of market volatility will clearly contribute to further outflows from systematic strategies in the days ahead (volatility targeting, risk parity, CTAs, short volatility)," added Kolanovic.
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In a recent paper entitled "Forecasting a Volatility Tsunami" that was awarded the 2017 Charles H. Dow Award from the Market Technicians Association, Andrew Thrasher argues that it's not low volatility that presages a volatility spike, but a consistent level of volatility.
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Another quirk is that the implied volatility tends to be higher than the realised volatility.
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All this headline volatility induces more market volatility than should be there because of ETFs.
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Yet like portfolio insurance and volatility-control funds, selling volatility can exacerbate a market rout.
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The CBOE Volatility index, a measure of short-term stock market volatility, rose to 19.63.
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The volatility, first of all is ... There is something to be mined from this volatility.
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Technicians often look at Bollinger Bands as a measure of volatility in the market — they tend to tighten during periods of low volatility and widen during periods of heightened volatility.
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The surge in volatility has also prompted investors to sell risk assets, in turn feeding volatility.
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They have more volatility on the downside, but also, they have more volatility on the upside.
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The Cboe Volatility Index, which measures volatility, surged above 20 for the first time since April.
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This, in turn, added to market volatility, with the Euro STOXX 50 Volatility Index gaining ground.
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He noted that recent volatility in currencies could cause stock market volatility in the near future.
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If this were not enough, the political volatility seems to be spilling over into economic volatility.
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VIX refers to the CBOE Volatility Index, which measures expected volatility in the U.S. stock market.
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He follows the ratio of equity volatility to rates volatility, which is currently near historic highs.
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Expect more volatility Market participants expect this crazy volatility to stick around for a while longer.
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While implied volatility generally moves in the same direction as realized volatility, expectations of future volatility have slid this week, as the Brexit vote falls further and further into the rearview mirror.
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Dennis Davitt of Harvest Volatility Management told CNBC's "Trading Nation " he's carefully watching the Cboe Volatility Index, widely considered the market's "fear gauge" as it measures equities' expected volatility over 30 days.
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"Today's large increase of market volatility will clearly contribute to further outflows from systematic strategies in the days ahead (volatility targeting, risk parity, CTAs, short volatility)," J.P. Morgan's Marko Kolanovic said Monday.
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And expectations for future volatility, measured by the CBOE volatility index, ended last week at multiyear lows.
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Volatility in currency markets has plummeted in recent weeks, according to the Deutsche Bank Currency Volatility Index .
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The surge in volatility has also prompted investors to sell risk assets, in turn feeding more volatility.
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The U.S. market's main measure of short-term volatility, the CBOE Volatility index, inched up 0.14 points.
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Notably, the VIX generally closely tracks recent volatility, even though it technically measures expectations of future volatility.
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"All this volatility with the VIX [Cboe volatility index] having doubled is very, very disturbing, " said Tice.
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Still, this volatility pales in comparison to the annualized volatility seen last year, north of 150 percent.
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What's been weird about the markets is not the volatility, it's how absurdly low volatility has been.
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The Cboe Volatility Index (), which measures market volatility, spiked on Monday to its highest settlement since 22.
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Monitoring these minimum volatility funds may be a good way to know whether volatility is truly ebbing.
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The Cboe Volatility Index is a widely followed gauge of future stock market volatility on Wall Street.
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Normally volatility reacts to the market, but in this case it's possible the market reacted to volatility.
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But we spoke with Deutsche Bank yesterday and the CEO said you know it's not necessary that volatility is low, actually volatility is higher it's just that the price of volatility is lower.
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The Cboe S&P 500 Volatility Index (VIX) has been moving in the right direction in recent days after the volatility shock triggered forced buying of VIX futures by unraveling bets against volatility.
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Demand for currency-related volatility products jumped on Monday, sending the Chicago Board Options Exchange volatility indexes higher.
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The Merrill Lynch Option Volatility Estimate (MOVE) Index of bond volatility has also trended higher since the election.
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There are also many volatility hedge funds that have been created in recent years, that essentially sell volatility.
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" Average volatility is measured by the Cboe volatility index, or VIX, also known as Wall Street's "fear index.
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He also said the VIX, the CBOE Volatility Index, is too low and investors haven't hedged for volatility.
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Furthermore, the low levels of actual volatility are easily flowing into the implied volatility measured by the VIX.
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"The price of volatility is very low but volatility is actually higher," Cryan told CNBC in an interview.
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The Nikkei's volatility index, a measure of investors' volatility expectations based on option pricing, fell 5.3% to 57.43.
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It can include almost anything above: growth or value stocks, low volatility or high volatility, defensive or cyclicals.
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Instead they are trading implied volatility via options markets -- two-month volatility, which stretches beyond the current Oct.
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"Historically, we've seen an elevated level of volatility after a higher volatility spike like this one," Chang said.
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"Now, it isn't enough sometimes on Wall Street to just own volatility or bet against volatility," Cramer said.
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"The flow aspect of the sell-off had a striking similarity with the August 2015 sell-off: realized volatility caused derisking from volatility targeting strategies and forced covering of short volatility positions," he wrote.
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The cost to protect against a resurgence in volatility is the cheapest it has been since summer last year, by at least one measure, the VVIX index VVIX, a gauge of the volatility of volatility.
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An inverse volatility ETF allows an investor to take a short position on VIX volatility futures, essentially a bet on volatility remaining muted, while a leveraged product can scale up the size of a bet.
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If they're hedging with options with the view that volatility will stay low or fall, a surge in volatility requires them to sell the underlying asset and rehedge to maintain that targeted level of volatility.
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Inverse volatility ETPs in Europe, for example, sank this week after a key gauge of European stock volatility surged.
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HEDGES, VOLATILITY BETS Stock market volatility a favoured play for many hedge funds - has risen sharply in recent days.
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The Japanese Yen Volatility Index was last up 5.4% and the British Pound Volatility Index was last up 1.8%.
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The CBOE Volatility Index, a measure of short-term volatility, has fallen over 212.3 percent so far this year.
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Stocks with betas of more than 1.0 have more volatility, and beta of less than 1.0 means less volatility.
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For example, stock allocation could be divided between stocks associated with low volatility and stocks associated with high volatility.
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The VXV/VIX ratio shows expectations of volatility three months out, versus expectations for volatility in the near term.
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However, the CBOE Volatility index, which measures near-term volatility in the stock market, initially spiked after the data.
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"Market volatility is something that investors should be prepared for, despite the recent volatility being quite extreme," he said.
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The VIX volatility index - Wall Street's "fear gauge" - and an equivalent measure of volatility for the Euro Stoxx 50 .
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The VIX volatility index - Wall Street's "fear gauge" - and an equivalent measure of volatility for the Euro Stoxx 50 .
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The CBOE Volatility Index (VIX), which measures market volatility, is also up, climbing 24 percent since Trump's Korea comments.
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Ticker: SQBeta to S&P 500: 2.2Implied volatility: 48Upside to volatility: 10Call cost (10% OTM): 5.9% Source: Goldman Sachs
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Ticker: CFXBeta to S&P 500: 1.7Implied volatility: 36Upside to volatility: 10Call cost (10% OTM): 3.4% Source: Goldman Sachs
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Ticker: PRUBeta to S&P 500: 1.4Implied volatility: 28Upside to volatility: 11Call cost (10% OTM): 1.7% Source: Goldman Sachs
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Ticker: NTAPBeta to S&P 500: 1.7Implied volatility: 36Upside to volatility: 11Call cost (10% OTM): 3% Source: Goldman Sachs
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Ticker: AMPBeta to S&P 500: 1.6Implied volatility: 32Upside to volatility: 11Call cost (10% OTM): 2.3% Source: Goldman Sachs
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Ticker: URIBeta to S&P 500: 2Implied volatility: 42Upside to volatility: 12Call cost (10% OTM): 4.4% Source: Goldman Sachs
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Ticker: KKRBeta to S&P 500: 1.5Implied volatility: 30Upside to volatility: 12Call cost (10% OTM): 2.1% Source: Goldman Sachs
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Ticker: CATBeta to S&P 500: 1.6Implied volatility: 30Upside to volatility: 13Call cost (10% OTM): 2% Source: Goldman Sachs
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Ticker: ARNCBeta to S&P 500: 1.6Implied volatility: 31Upside to volatility: 13Call cost (10% OTM): 2.4% Source: Goldman Sachs
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The Deutsche Bank FX Volatility Index (CVIX), a measure of investors' expectations of future currency volatility, declined 29 percent.
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Volatility fell to its lowest levels since late 2014 in March, according to the Deutsche Bank Currency Volatility Index.
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An analysis of intraday volatility across major equity, bond and currency markets shows that episodes of sudden, extreme market volatility has become more commonplace in the last two years, even though implied volatility has been contained.
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There have been improvements made by ETF companies to limit volatility — ETFs performed better in the volatility after the Brexit.
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The firm's measure of actual volatility against the VIX's measure of implied volatility is at a record low as well.
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Periodic Currency Volatility A side effect of geographic diversification, particularly with a concentration in emerging markets, is periodic currency volatility.
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While the VIX measures one-month implied volatility, the longer-dated options track implied volatility over longer multi-month stretches.
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Any investment bank likes volatility and the markets have been abnormal for banks and the very low levels of volatility.
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Market volatility gauges in the pound remained firm even as other gauges, such as one-month euro volatility indexes, fell.
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A lot of people talk about the volatility, but if you are in Zimbabwe or Venezuela, this volatility is nothing.
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However, the way the indicator reflects implied volatility has shifted as new products around betting against volatility have gained popularity.
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One measure, realized volatility — which is the actual volatility of the over successive 30-day periods — is near historic lows.
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The other three were during times of extreme volatility for stocks, and Wednesday's action could be signaling more volatility ahead.
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The S&P has climbed while volatility as tracked by the CBOE's Volatility Index, or VIX, is down 20 percent.
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The company behind one of the last VIX volatility products is making moves to reduce the volatility of the funds.
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The Cboe volatility index reflecting expectations for 103-day volatility in the S&P 500, based on puts and calls.
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Gundlach is betting that as yields jump, it will cause volatility — as measured by the CBOE Volatility Index— to double.
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An unconstrained approach to volatility, for example, utilizes a transparent, rankings-based methodology that evaluates each stock's realized volatility within a given universe over a specified period and selects stocks that have exhibited lower amounts of volatility.
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One of the factors behind low volatility is products built upon strategies that sell volatility into the markets, which are popular now, Davitt said, but they are "better capitalized with their volatility sales" than in the past.
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"I think we are in for a regime of higher volatility, higher volatility of volatility for two reasons," Pande said, noting the markets do not know Trump and need to adjust to a post-Brexit, post-Trump world.
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"The thing that worked in the volatility space this year is the thing that almost never works - just buy and hold volatility," said Matt Thompson, co-head of commodity trading adviser Typhon Capital Plc's volatility group in Chicago.
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Two low-volatility E.T.F.s that outperformed the S&P 1113 in 2018 were: Hartford Multifactor Low Volatility US Equity E.T.F., which was basically flat, and Invesco S&P 500 Low Volatility E.T.F., which lost just over 2 percent.
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Volatility has also fallen, as seen in the CBOE Volatility Index, widely considered the best gauge of fear in the market.
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"The only near-term monitor we have is volatility caused by currency movements and the volatility of the dollar," he said.
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The CBOE Volatility Index spiked as high as 26 following the result, and according to one analyst, rampant volatility will continue.
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The Powershares Low Volatility ETF, a basket of low volatility stocks, is up 75 percent since its creation in mid-2011.
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Things looked even brighter when Sebastian took a look at the VVIX, which measures the volatility of the volatility index itself.
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The Nikkei volatility index, a measure of investors' volatility expectations based on option pricing, hitting a 1-1/2-year low.
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"Volatility does help the banks, as long as it's not too much volatility that keeps investors on the sidelines," Lee said.
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"I know he's Mr. Volatility ... he tends to generate a lot of volatility," said Ward McCarthy, chief financial economist at Jefferies.
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This measure is the "implied" volatility of the market and is the basis for the well-known Vix, or volatility index.
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Monday's volatility shock in U.S. stock markets had led to some misconceptions about the Cboe Volatility Index, known as the VIX .
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Options markets however show gauges of volatility remain elevated, with three- and six-month implied volatility at the highest since April .
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The CBOE Volatility index, the most widely followed barometer of expected near-term stock market volatility, rose 3.05 points to 13.18.
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VIX calls, which appreciate in value when stock market volatility spikes, are used to profit from a pick-up in volatility.
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In the currency derivative markets, volatility gauges remain elevated, with three- and six-month implied volatility at the highest since April .
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This is one of the few areas in volatility nowadays where we have a 100-plus volatility in an underlying asset.
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There was no sign of volatility in the market Monday, however, as the CBOE Market Volatility Index (VIX) fell below 10.
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The Low Volatility Index focuses on the 100 lowest volatility issues in the S&P 500 during the previous 12 months.
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Traders argued that popular ETNs tracking the Cboe volatility index caused additional volatility in the markets, making the sell-off worse.
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Formally called the Cboe Volatility Index, the VIX measures market expectations of near-term volatility conveyed by stock index option prices.
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Fast-growing risk parity and volatility-managed investment strategies also tend to place money more aggressively during periods of low volatility.
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"Volatility is ridiculously cheap," said Terranova, pointing to the CBOE Volatility Index, which is down nearly 40 percent in the past month.
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The renewed volatility in China's markets comes after a senior Chinese leader sought to reassure investors that the government would curb volatility.
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However, rising volatility in oil markets will discourage momentum traders, who like low volatility markets that are either trending higher or lower.
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The CBOE Volatility index, a gauge of short-term stock market volatility jumped to more than 1-week high to 18.61 points.
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"We're looking at implied volatility to the QQQ, and you can see implied volatility down at about 1003 or 14," he said.
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There has barely been an increase in volatility in the Cboe Volatility Index — Wall Street's preferred message for measuring fear, he noted.
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The CBOE volatility index, called the VIX or fear index, measures how much volatility investors expect in the in the short-term.
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At their root, then, all the historical stats really show is that periods of low volatility ends once volatility rises — a tautology.
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But when volatility spikes up these leveraged funds will need to sell assets to get back in line with their volatility target.
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Micro-volatility as understood by option traders is not the same as the macro-volatility as understood by oil producers and consumers.
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For long-term investors who want to stay in the market but reduce risk, the low-volatility/minimum-volatility ETFs make sense.
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They postpone rate increases when volatility is high, for fear of causing further upset, but respond to high volatility with rate reductions.
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The CBOE Volatility index, a gauge of short-term stock market volatility jumped to more than 1-week high to 18.56 points.
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Wall Street's main volatility gauge, the CBOE Volatility index eased to 17.56 points after hitting as much as 18.98 during Powell's testimony.
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The CBOE Volatility Index, stock market's main gauge of volatility and investors' risk appetite, has fallen nearly 29% so far this year.
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This wasn't sufficient to turn volatility into something that could be actually traded, but the interest in volatility was on the rise.
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Wall Street's main volatility gauge, the CBOE Volatility index eased to 17.91 points after hitting as much as 18.98 during Powell's testimony.
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The Nikkei volatility index, a measure of investors' volatility expectations based on option pricing, fell to a 1-1/2-year low.
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Implied volatility, a gauge of options demand, soared, with U.S. crude implied volatility hitting its highest level since February 2016 last week.
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Traders are expecting much more volatility in sterling in the coming months, with implied volatility gauges at or near their 2019 highs.
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People look at low volatility, and they're selling low volatility, as if that is a god given, and continuing for the future.
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Ticker: CBeta to S&P 500: 1.4Implied volatility: 29Upside to volatility: 10Call cost (10% out of the money): 1.9% Source: Goldman Sachs
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And, you know, of course those episodic things are going to be driven by volatility, which can reduce -- sometimes volatility is good.
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The VelocityShares Daily Inverse VIX Short-Term ETNs was an inverse bet on volatility, in this case, a basket of volatility futures.
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BUT THE VOLATILITY IS SO LOW THAT GOLDMANS TRADING ACTUALLY IS AFFECTED BY IT TO SOME EXTENT BECAUSE THERE'S SO LITTLE VOLATILITY.
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On Tuesday, a key measure of market volatility, the CBOE Volatility Index, briefly rose above 50 — the highest level since August 2015.
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Through March 16, Bridgewater's All Weather 12% volatility 'risk parity' fund fell about 14% for the year; its Pure Alpha 18% volatility hedge fund declined about 21%; and its Major Markets 14% volatility hedge fund dropped about 7%, Dalio wrote.
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Last week, he called on technician Mark Sebastian, who specializes in volatility, , which measures expectations of near-term volatility by tracking option prices.
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But European products which do offer inverse or leveraged exposure to volatility have also been on a rollercoaster ride as volatility markets convulsed.
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He explained that the VXV/VIX ratio measures expectations of volatility three months out versus the expectations of volatility in the near term.
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Options on the SPIKES index will compete directly for volatility traders' attention with contracts on the Cboe Global Markets Inc's Cboe Volatility Index.
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The CBOE Volatility index, a gauge of short-term stock market volatility, jumped to a more than 1-week high of 18.72 points.
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"The fear is that if fundamental events cause volatility to rise, these same passive vehicles will sell and exacerbate downside volatility," they added.
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The trading community, which has bitterly complained for years about low trading volumes and low volatility, finally has something to cheer about: volatility.
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Another factor affecting the volatility of the global oil price is the anticipated volatility in the world's major currencies, especially the U.S. dollar.
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It's complicated, but Gordon is making it simple: He's betting on pre-inauguration volatility by buying the short-term futures volatility ETF (VXX).
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Additional sources said Ronin's problems stemmed from positions in futures tied to the CBOE Volatility Index, or the security that tracks market volatility.
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Here and there you have some elements of volatility but I do not believe that volatility will become higher in the near future.
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The 30-day implied volatility for SPY was at 44% on Friday, whereas its realized volatility was at 25.3%, according to Trade Alert.
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The 30-day implied volatility for SPY was at 44% on Friday, whereas its realized volatility was at 25.3%, according to Trade Alert.
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A virtuous cycle has developed recently with low volatility spurring both retail and institutional investor demand, boosting asset values, and further dampening volatility.
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One-week volatility is close to its highest levels this year, while the spread of one-month sterling volatility over euro volatility is the biggest since the 2016 Brexit referendum and the second widest since the euro was launched 20 years ago.
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Petr Krpata, ING's chief currency strategist in London, said it was unusual for the longer-dated implied volatility options to be trading lower than the short-dated implied volatility options and that this was a sign investors were expecting near-term volatility.
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A recent analysis by Pimco found that short-term strategies had an annualized volatility of less than 1 percent over a 10-year period, compared to 15 percent annual volatility in stocks and 10 percent annualized volatility in long-term bond strategies.
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The spike in volatility meant that a mysterious U.S. equity option trader, dubbed "50 cent," who spent millions on a recurring Cboe Volatility Index .
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One-month implied volatility on the rand is at the lowest since March while lira volatility has tumbled to lows last seen in October.
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The CBOE volatility index, called the VIX or fear index for short, measures how much volatility investors expect in the in the short-term.
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If oil prices rose by 1 percent per day for 100 days, micro volatility would be zero but macro volatility would be very high.
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Micro volatility is concerned with the smoothness with which prices move while macro volatility focuses more on the overall scale of the cyclical swings.
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The CBOE Volatility index, the measure of short-term stock market volatility on Wall Street, was last at 20.90 - its highest in a week.
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Market watchers say spot trading volatility will likely remain low in August as volatility remained near record lows and due to the summer lull.
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It is worth noting that the low level of actual volatility explains the low readings seen for the CBOE volatility index, or the VIX.
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The CBOE Volatility index, an indicator of short-term stock market volatility, jumped to 18.67 points, its highest level in more than a week.
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Despite the latest political developments, various gauges of volatility indicators for the pound ticked lower on Tuesday, reflecting a broader drop in forex volatility.
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The lira has settled down in recent days after its pre-election volatility and analysts say Albayrak's reforms will help determine whether volatility returns.
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Does this represent a turning point in the global equity bull run, or merely a shift from a low-volatility to high-volatility regime?
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The Nikkei volatility index, Japan's version of the global risk and volatility barometer VIX, fell to a 2-1/2-month low this week.
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The CBOE Volatility Index measures the cost of buying options and is the most widely followed barometer of expected near-term stock market volatility.
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The CBOE Volatility Index, or VIX, is a key measure of market expectations of a near-term volatility conveyed by stock index option prices.
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After a stretch of volatility in February and March, the VIX volatility index has settled back down close to historical lows set last year.
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Options experts are saying Thursday's record volume in volatility derivatives bets may signal a dangerous problem with the size of volatility-linked trading products.
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"He added: "The more money that went into selling volatility, the better it worked via direct suppression of implied volatility and feedback loop suppression of realized volatility ... Investors were able to lever to levels that eventually led to a wipeout once forced closing started.
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The rise in expected volatility has inverted the term structure for expected price swings in the pound to its most extreme levels this year, with shorter-dated volatility rising more than volatility gauges in longer-maturities as traders brace for more short-term Brexit news.
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Even before this quarter's extreme stock market volatility, Bogle told CNBC in April that he's never seen volatility like this in his 66-year career.
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Wall Street's volatility index, which measures implied volatility of stocks and is often seen as investors' fear gauge, jumped to 20.7053, the highest since Feb.
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The CBOE Volatility Index has hit its lowest level in more than six months, while European stock volatility reached its lowest level since January 2018.
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"We believe higher levels of volatility as well as spikes in volatility could become more common in 2H given the current market environment," Belski wrote.
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The CBOE Volatility Index, the most widely followed barometer of expected near-term stock market volatility, was at its highest in more than a month.
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They reckon implied volatility is too low and the return (or carry) from selling vol offers an insufficient cushion for when volatility does turn higher.
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That has sent investors scurrying to price greater pound volatility, with implied volatility gauges jumping in recent days -- the six-month contract, encompassing the Oct.
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And volatility—the CBOE Volatility Index (VIX), a measure of trader interest in buying protection against further market drops--declined to 16 and change. 16?
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Oil prices can jump around a lot from day to day (in which case micro volatility is high) while remaining trendless (macro volatility is low).
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Or prices can move only a small amount each day (low micro volatility) but exhibit large and sustained rising or falling trends (high macro volatility).
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The CBOE Volatility Index, the most widely followed barometer of expected near-term volatility for the S&P, jumped to its highest since Oct. 29.
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Ever-growing herds of volatility sellers and investors looking to buy the dip have quashed each instance of higher volatility over the last few years.
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You can see this in the collapse in volatility — the CBOE Volatility Index dipped below 14 this morning and is near a multi-year low.
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The VIX last week went inverted; the front month's reading of expected volatility is higher than the reading of the next two months' expected volatility.
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This also is helping to compress volatility in both stocks and bonds, with the CBOE's equity volatility index below 14 at a five-month low.
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Bill: In the scene where Elliot is running the Volatility Foundation Volatility Framework, there's a running process that executes a command from http://192.168.68.228/index.
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"Over the history of inclusions you can't avoid some volatility (but) the tranches will help reduce a lot the impact of this volatility," he said.
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That has sent investors scurrying to price greater pound volatility, with implied volatility gauges jumping in recent days — the six-month contract, encompassing the Oct.
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In the currency derivative markets, volatility gauges remain elevated, with three- and six-month implied volatility at the highest since April GBP3MO=FN GBP503MO=FN.
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The CBOE Volatility index, a gauge of stock market volatility, eased to levels last seen before the early February sell-off, trading at 11.74 points.
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Traders have been complaining about the low volatility, but that's historically not a problem for markets — stocks can do fine during periods of low volatility.
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The volatility index, which measures implied volatility of stock options and is often seen as an investor fear gauge, fell below 1.13 percent this week.
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Despite the latest political developments, various gauges of volatility indicators for the pound ticked lower on Tuesday, reflecting a broader drop in currency market volatility.
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With market volatility here to stay, Leung explained, many conservative investors are flocking to products that help to minimize downside risk, including minimum-volatility ETFs.
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That has been accompanied by the growing popularity of inverse-volatility ETF products, which have doubled in value this year as market volatility has cratered.
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Those factors combined to make the return of volatility "jarring" and also was a reminder of how easy it became to forget about volatility entirely.
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The CBOE Volatility Index, the most widely followed gauge measure of stock market volatility, rose to 218, after having fallen in the previous two sessions.
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The CBOE Volatility Index, the most widely followed barometer of expected near-term stock market volatility, rose to a near three-month high of 15.36.
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The ongoing trade spat between the U.S. and China has sent market volatility higher this week, with the Cboe volatility index (VIX), surging 15.6 percent.
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Investors caught the wrong way if volatility spikes would have to hedge themselves by selling index futures, worsening the correction and driving volatility higher again.
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Market volatility has been historically low for months, and there is speculation that products that bet against volatility are part of what spurred Monday's meltdown.
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The VIX, formally called the Cboe Volatility Index, is a key measure of market expectations of near-term volatility conveyed by stock index option prices.
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"It becomes a self-fulfilling prophecy where the more volatility there is, the more you have to sell and that drives further volatility," he explained.
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"Volatility is an instrument of truth, and the more you deny the truth, the more the truth will find you through volatility," Mr. Cole said.
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The Deutsche Bank currency volatility indicator hit multi-year lows this week, while the proxy for fixed income volatility is languishing at all-time lows.
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The Cboe Volatility Index, the most widely followed barometer of expected near-term volatility for the S&P 500, was down 1.68 points at 20.8.
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Such funds, including PowerShares S&P 500 Low Volatility Portfolio and iShares MSCI USA Minimum Volatility ETF, invest in securities with low-volatility characteristics (stable share prices and higher-than-average yields.) "There are a lot of clients starting to look at minimum-volatility products coming out," said Leung, noting part of the allure is that they help investors stay the course amid market turbulence.
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The market's main gauge of volatility, the Cboe Volatility Index , rose 500 to 33.46 on Thursday, about three times the average level of the past year.
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"Aggressive positioning does not become a volatility catalyst, but if you get a volatility catalyst the short covering becomes a magnifier of the move," Purves said.
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The CBOE Volatility Index, better known as the VIX, is the most widely followed barometer of expected near-term volatility for the S&P 500 Index.
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IPO advisers say a company should not go public when the volatility index, or VIX, which measures the market's expectation of price volatility, is above 20.
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The market's main gauge of volatility, the CBOE Volatility Index , fell 4.4 to 29.06 on Friday, nearly three times the average level of the past year.
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Historically, investors sell the yen when market volatility remains low and they buy it as a safe haven during episodes of crisis, volatility and risk aversion.
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The CBOE Volatility index, the closely followed measure of expected near-term stock market volatility, jumped 20 points to 30.71, its highest level since August 173.
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Even as actual volatility has increased, the amount of volatility implied by options prices has plunged as the Brexit vote slipped into the market's rearview mirror.
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Spot turnover has declined in recent months as falling market volatility has squelched trading appetite from large hedge funds and leveraged players who thrive on volatility.
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Another recommendation is to essentially buy insurance against wild moves by being long the 'implied volatility' — market expectations for future volatility — on the Aussie-yen pair.
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The CBOE Volatility index, the widely followed barometer of expected near-term stock market volatility, rose as high as 15.16, its highest level in six weeks.
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The CBOE Volatility Index, a barometer of expected near-term stock market volatility, closed at its lowest level since Feb 22.350, suggesting investors' fears were easing.
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Ultra-low volatility has been the name of the game in markets recently, with the CBOE Volatility Index hitting a 23-year low earlier in June.
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The market's main gauge of volatility, the Cboe Volatility Index, rose 5.73 to 33.46 on Thursday, about three times the average level of the past year.
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The market's main gauge of volatility, the Cboe Volatility Index, rose 3.07 to 30.80 on Thursday, nearly three times the average level of the past year.
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The market's main gauge of volatility, the Cboe Volatility Index, rose 4.20 to 31.93 on Thursday, nearly three times the average level of the past year.
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"Such extreme volatility spikes don't mean the exact low price is in, but it does suggest the worst of volatility should be behind us," Dwyer said.
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The Nikkei's volatility index, a measure of investors' volatility expectations based on option pricing, jumped more than 7.93% to 52.09, its highest level since November 2011.
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Meanwhile, volatility in the currency market has plunged in recent days with the Deutsche Bank FX Volatility Index slipping to 5.86, its lowest since mid-July.
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The Nikkei's volatility index, a measure of investors' volatility expectations based on option pricing, spiked to as high as 29.74, its highest level in 14 months.
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The Nikkei's volatility index, a measure of investors' volatility expectations based on option pricing, spiked to as high as 0.93, its highest level since June 2016.
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The Nikkei's volatility index, a measure of investors' volatility expectations based on option pricing, spiked to as high as 42.85, its highest level since June 2016.
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"Volatility is what scares most people, but volatility is temporary and is the price investors pay to get the better returns that stocks provide," she said.
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So when you price an option or when the market prices an option it is using what is called implied volatility, the expectation of future volatility.
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In January 2018, the mania for selling volatility options reached an extreme and reversed — causing some exchange-listed volatility instruments to implode and exacerbate the selloff.
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The Cboe Volatility Index, or VIX, is a key measure of market expectations of near-term volatility conveyed by S&P 250 stock index option prices.
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The CBOE Volatility index, the closely followed measure of expected near-term stock market volatility, jumped 20 points to 30.71, its highest level since August 2015.
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The CBOE Volatility Index, or VIX, is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices.
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The market's main gauge of volatility, the Cboe Volatility Index, rose 5.73 to 0.113 on Thursday, about three times the average level of the past year.
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On the face of it, implied sterling volatility derived from the options market appears to be low, but that merely reflects an ultra-low volatility environment for world currency markets at large and traders note sterling volatility is sharply higher than on other major developed currencies.
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In February, when there was a sudden surge of market volatility, there were those inverse volatility products that were essentially wiped out in a matter of hours.
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Even before the year-end extreme stock market volatility, Bogle told CNBC in April that he had never seen volatility like this in his 66-year career.
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Although overseas investors betting against a spike in volatility via VIX-linked derivatives were wiped out during the recent turmoil, China has no volatility-based derivative products.
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Sebastian is an expert when it comes to the CBOE Volatility Index (VIX), which measures the level of volatility that traders are expecting in the near future.
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Sebastian is an expert when it comes to the CBOE Volatility Index (VIX), which measures the level of volatility that traders are expecting in the near future.
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In theory the split depends on expected returns, volatility (how much asset prices fluctuate), the investor's appetite for such volatility—and even the investor's age and job.
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European stock volatility reached its lowest level since January 2018, while on Wall Street, the CBOE Volatility Index hit its lowest level in more than six months.
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The CBOE Volatility Index, a measure of implied volatility known as the "fear gauge" for U.S. stocks, fell earlier this week to its lowest close since 1993.
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European stock volatility reached its lowest level since January 22.5832, while on Wall Street, the CBOE Volatility Index hit its lowest level in more than six months.
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Since volatility usually rises when stocks fall, owning volatility is a form of insurance and just like any other insurance there is a cost attached to it.
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Chinese indexes have posted steep losses, with market volatility rising so far this year, but U.S. stocks are up and volatility in the American market is down.
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Consumers and producers can cope with a lot of volatility at the micro and even intermediate scales provided there is not too much volatility at macro scale.
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Hong Kong Exchanges and Clearing Limited (HKEX) is introducing its new Volatility Control Mechanism (VCM), which would prevent extreme fluctuations and price volatility arising from trading incidents.
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The CBOE Volatility Index, the most widely followed gauge for investors' fear of stock market volatility, rose to 14.55, after having fallen in the previous two sessions.
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Sector leaders this week: The Cboe Volatility Index (VIX) is sitting near the lows for the year, a sign traders are not worried about near-term volatility.
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The CBOE Volatility index, the closely followed "fear-index" measure of expected near-term stock market volatility jumped 22016 points to 210, its highest since August 1.23.
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The market's main gauge of volatility, the CBOE Volatility Index, fell to 26.74 on Thursday, still more than twice levels it held over the past few months.
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"Be very careful when trading long volatility because low volatility can last a long time," said Stephen Aniston, president of investment adviser Black Peak Capital, in Connecticut.
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According to Susquehanna head of derivative strategy Stacey Gilbert, implied volatility in Apple isn't necessarily cheap, it's just cheap relative to volatility expectations for the overall market.
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The trend comes at a time when volatility has subsided across markets, with one measure of stock market fear, the CBOE Volatility Index, hovering around historical lows.
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Fater Belbachir will become head of volatility trading globally, relocating to London from New York where he was head of volatility trading and structuring for the Americas.
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Everyone talks about volatility as a detriment to markets and investors, but no one talks about the opportunities that arise for investors during periods of market volatility.
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Even as volatility became the dominant way to measure and manage risk, a series of academics and investment bankers started laying the groundwork for trading volatility itself.
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"Some reports suggested that the increase in volatility was amplified by the unwinding of trading positions based on various types of volatility trading strategies," the minutes said.
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The market's main gauge of volatility, the CBOE Volatility Index, fell to 28.50 on Thursday, still more than twice levels it held over the past few months.
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As peripheral bond markets come under pressure, volatility is also growing, with realised 10-day volatility on Spanish and Italian bonds at their highest since late April.
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Dollar-yen one-month implied volatility surged to an 11-year high at 8.8% while euro-dollar volatility jumped to its highest since April 2017 at 10.5%.
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Chintawongvanich's research around volatility and its associated options was thrust into the spotlight in February 2018, when the Cboe Volatility Index, or VIX, saw an aggressive spike.
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The VIX volatility index - Wall Street's "fear gauge" - and an equivalent measure of volatility for the Euro Stoxx 21 hit their highest since the 576.791.09 financial crisis.
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The market's volatility gauge, the CBOE Volatility Index, or Vix, shot up by some 20%, and CNN's Fear and Greed index moved from 'fear' to 'extreme fear'.
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Persistent volatility would draw selling from trend-following commodity trading advisors and risk parity funds, both of which have more assets than volatility control funds, he said.
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The CBOE Volatility Index, or VIX, is a key measure of market expectations of a near-term volatility conveyed by S&P 500 stock index option prices.
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The CBOE Volatility Index, or VIX, is a key measure of market expectations of near-term volatility conveyed by stock index option prices, according to the CBOE.
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Volatility is back, with the third quarter a bumpy three-month stretch for stocks, and October has historically been a high point for the VIX volatility index.
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Traders usually refer to the cost of an option in terms of "implied volatility," or the amount of volatility implied by that current price of the option.
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"I expect we'll get bouts of volatility for the balance of the year," said Arone, noting he's been concerned about the lack of volatility and investor complacency.
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It has increased in popularity in the past year as volatility in the Cboe Volatility Index (VIX) — a fear gauge for the stock market — reached historic lows.
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Ben McGloin, head of advice, planning, and fiduciary services at BNY Mellon Wealth Management: Broader participation, likely creating more volatility during times of market uncertainty or volatility.
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"Since the LJM strategies provide exposure to volatility, the strongest headwind came from the sharp rise in volatility and accounted for most of our losses in January."
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Volatility indexes measuring the fear factor in Chinese markets spiked on Tuesday with the HSI Volatility Index up as much as 52 percent from its previous close.
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"When you have volatility measures as low as they have been, ... that lack of volatility can turn into a risk," said Lance Humphrey, portfolio manager at USAA.
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Sterling volatility, meanwhile, is at the highest levels in more than two years, having more than tripled from end-February lows, even while volatility elsewhere has declined.
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European stock volatility reached its lowest level since January 71.723, while on Wall Street, the CBOE Volatility Index hit its lowest level in more than six months.
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A red candle indicates expected volatility is down for the month with the wick indicating the highest and lowest volatility forecast for the month, while a grey candle indicates volatility is up for the month with the wicks again indicating the highest and lowest points for the month.
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Fitch believes RY's ratings are primarily sensitive to potential earnings volatility as measured by the volatility of op income/RWA relative to domestic and highly rated international peers.
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Wall Street's volatility index, which measures the implied volatility of stocks and is often seen as a fear gauge for investors, jumped to 36.10, the highest since Feb.
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Inverse exchange-traded products (ETPs) based on the VIX add another element of complexity, allowing investors to take short positions on volatility futures, hence betting on fading volatility.
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One example is the Invesco S&P 500 Low Volatility ETF (SPLV), which is made up of stocks that typically have very low volatility, such as Coca-Cola.
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The market's main gauge of volatility, the CBOE Volatility Index, fell to 27.06 on Thursday, still more than twice the level it held over the past few months.
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As proof, he furnishes a chart comparing the VIX to the Merrill Lynch Option Volatility Estimate (or MOVE) index, which measures volatility expectations in the Treasury bond market.
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Market volatility, which has been historically low in recent months, spiked, with Cboe Volatility Index, commonly considered a gauge of investor fear, jumping by more than 232 percent.
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To be sure, not everyone is rushing to bet on a spike in volatility, but experts do warn that investors should tread carefully when shorting volatility from here.
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Yet Dennis Davitt, a longtime options trader now with Harvest Volatility Management, says that there's a reason the options market is pointing to reduced volatility for retail stocks.
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The CBOE Volatility Index, the most widely followed barometer of expected near-term stock market volatility, ended down 3.45 points at 25.61, its lowest close since Feb. 2.
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Source: Bank of America Merrill Lynch Note: The Merrill Option Volatility Estimate is a yield curve weighted index of the normalized implied volatility on 1-month Treasury options.
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The CBOE Volatility Index, a widely followed barometer of expected near-term volatility for U.S. stocks, has nearly doubled to 28 from 16 at the start of December.
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The CBOE Volatility index, the closely followed "fear-index" measure of expected near-term stock market volatility, jumped 20 points to 37 its highest level since August 13.
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The CBOE Volatility index, the closely followed measure of expected near-term U.S. stock market volatility, jumped over 30 points to 50, its highest level since August 2015.
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Per BNP Paribas data, S&P 500 Index options forward implied volatility, which measures volatility expectations embedded in options, shows no dislocation over the remaining election campaign period.
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"I think there are other factors in the market which could add as much, if not more, volatility," Davitt, of Harvest Volatility Advisors, said Tuesday on "Power Lunch. "
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In the chart below, Emanuel illustrates that stocks are at new highs while volatility as measured by the Cboe Volatility Index (or VIX) is near its lowest ever.
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Put simply, investors are focusing too much on finding stocks that offer just low volatility and not enough on stocks that offer both low volatility and high returns.
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In midterm election years, volatility in the second quarter has been 12 percent higher than normal, and in the third quarter, volatility is on average 22 percent higher.
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By following these rules of the road, you can manage your portfolio to withstand potential negative impacts of volatility and take advantage of opportunities that volatility can afford.
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The CBOE Volatility Index, or VIX, is a long-held measure of volatility and fear in the marketplace illustrated by way of S&P 500 stock options prices.
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The Vix volatility index, the CBOE's measurement of short-term volatility implied by S&P 20003 option prices, has been hovering around all-time lows in recent years.
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The VIX volatility index -- Wall Street's "fear gauge" -- and an equivalent measure of volatility for the Euro Stoxx 50 hit their highest levels since the 2008 financial crisis.
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The VIX volatility index — Wall Street's "fear gauge" — and an equivalent measure of volatility for the Euro Stoxx 50 hit their highest levels since the 2008 financial crisis.
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Possibly even more importantly, the brutal volatility has started to ease, with euro dollar one-month volatility now at 10%, having been as high as 13.5% on Tuesday.
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Volatility, most commonly tracked by the CBOE Volatility Index, or VIX, refers to the amount of uncertainty in the size and direction of changes in the stock market.
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"Our VIX signal went off this morning," he said, referring to the Cboe Volatility Index, also known as the market's fear gauge, which tracks investors' expectations of volatility.
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The CBOE Volatility Index, the most widely followed barometer of expected near-term stock market volatility, ended down 3.45 points at 25.61, its lowest close since Feb. 2.
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Some market analysts have also blamed the heavy bets against volatility in the exchange-traded products for exaggerating moves in volatility futures, and even the broader stock market.
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The CBOE Volatility index, the closely followed "fear-index" measure of expected near-term stock market volatility jumped 25.964 points to 22016, its highest level since August 210.
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The VIX, short for Cboe Volatility Index, measures expected 30-day volatility for U.S. stocks based on Standard & Poor's 500 options, and often rises when stock prices fall.
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Conversely, ratings could be under pressure if the bank's revenue and earnings demonstrate excessive vulnerability to market volatility, which could be indicated by losses in the investment bank business division arising from spikes in market volatility or earnings volatility exceeding that of its global peers, neither of which we expect.
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The market's fear gauge is signaling that stocks will see less volatility and higher prices in the next few months, Cramer said after consulting with a top volatility chartist.
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But implied volatility across the G26 major currencies is its lowest in three years, and U.S. Treasury market volatility its lowest in 23 months and close to record lows.
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The CBOE Volatility Index, the most widely followed barometer of expected near-term volatility for the S&P 500 Index, was trading at 18.86, its highest since November 2016.
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In addition, the CBOE Volatility Index, the most widely followed barometer of expected near-term stock market volatility, fell to a two-week low of 9.72 during the session.
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"The Brexit vote is, however, unprecedented, but either way would likely impact short-term volatility," he said when asked whether the vote will lead to higher volatility and volumes.
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"Most have blamed last week's volatility spike on the systematic funds liquidating positions, as the short volatility trade unwound rapidly," said Chris Weston, head of research at broker Peppertsone.
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This year, some $5 billion has flowed into the iShares Edge MSCI Minimum Volatility USA ETF (USMV), a product that is designed to deliver lower volatility than the market.
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But despite this raft of events containing potential risk, overall currency volatility remained at low levels with implied volatility on one month euro/dollar segment still below February highs.
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He brings out a daily chart of the TLT and points to the implied volatility chart below it, which shows a spike in implied volatility through the last week.
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Low volatility in 2017 impacted investment bank results, but Oudea said in a TV interview that volatility could gain momentum as central banks start to exit accommodative monetary policies.
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The CBOE Volatility Index, better known as the VIX and the most widely followed barometer of expected near-term stock market volatility, rose the most in about 12 weeks.
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Assets under management for the top two short volatility products is at $2.8 billion and their exposure to volatility is at an all-time high, according to Barclays Capital.
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As Eric Lonergan writes in his Philosophy of Money blog Implied volatility, as derived by options markets or indices such as the Vix, is predominantly determined by realised volatility.
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The CBOE Volatility Index, the most widely followed barometer of expected near-term stock market volatility, ended at a session low of 11.11 after rising as high as 12.63.
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Cost volatility and structural protection - Midrange Cost volatility risk is mitigated by back-to-back benchmarking/market-testing provisions and a fixed contract for soft FM linked to inflation.
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Because the products bet on market volatility remaining low, or declining consistently, they essentially profit from the difference between the price of volatility now and in one month's time.
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He concluded that S&P 600 tech volatility is a good leading indicator of price performance, based on the 120-day relative volatility of small- and large-cap stocks.
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Volatility itself doesn't necessarily mean loss of value, but in the event that it does, protection from volatility is afforded by maintaining a diversified portfolio of high-quality investments.
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"Many commentators have pointed out that the 'big short' this time around is in Vix volatility," he said, referring to the CBOE's headline index measuring volatility in U.S. equities.
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The CBOE Volatility Index, the most widely followed barometer of expected near-term volatility for the S&P 500 Index, was trading at 18.68, its highest since November 2016.
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Even though the largest accumulation of contracts are in options that would benefit from a jump in volatility, there are meaningful bets on lower volatility in the July timeframe.
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This provides a natural hedge against currency volatility, as was evident in 2015 when Pan Brothers' EBITDA margin remained intact in the face of severe local exchange rate volatility.
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Banks positioned themselves to be long volatility – in other words, to benefit if volatility spiked – by snapping up options contracts ahead of the market rout, according to the people.
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Peskov told reporters that market volatility caused by the oil price crash was likely to continue for a while, but said such volatility had been forecast and factored in.
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The Invesco S&P 500 Low Volatility ETF (SPLV) selects about 100 S&P 500 stocks with the lowest daily volatility over the past year, without regard to sector.
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Market volatility, which has been historically low in recent months, spiked, with the Cboe Volatility Index, commonly considered a gauge of investor fear, jumping by more than 100 percent.
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They can, for example, buy futures contracts or E.T.F.s that track the Chicago Board Options Exchange Volatility Index or VIX, which measures expected volatility in the S&P 500.
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Given that the market is not pricing a lot of volatility for November, the absence of positioning could aggravate a volatility shock in the event of a surprise result.
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The CBOE Volatility Index, the most widely followed barometer of expected near-term volatility for the S&P 500 Index, was trading at 18.62, its highest since November 210.
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The CBOE Volatility index, the closely followed "fear-index" measure of expected near-term stock market volatility, jumped to a 73-1/2 year high of 37.32 on Tuesday.
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The one-month volatility fell to 9.0 percent from around 11 percent just a week ago while the three-month volatility fell to 9.7 percent from above 11 percent.
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"While volatility has been suppressed by passive fund share and quant strategies, even a moderate rise in correlations and volatility could trigger deleveraging by Risk Parity strategies," Doctor wrote.
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Barclays told its clients Tuesday it estimated Volatility Target funds will sell about $225 billion worth of stocks in the next few days to maintain their portfolio volatility targets.
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Huge bets that volatility would stay low suddenly went horribly wrong as the CBOE Volatility Index, or VIX "fear gauge," soared to levels not seen since the financial crisis.
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The focus is on the CBOE volatility index, a key measure of market expectations for near-term volatility as conveyed by the price of S&P 500 index options.
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Volatility entered the market with veracity earlier this month, as the Cboe Volatility Index shot up to multiyear highs last week and the Dow briefly entered into a correction.
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The VelocityShares Daily Inverse VIX Short-Term ETN was an inverse bet on volatility, in this case, a basket of volatility futures (the two front-month VIX futures contracts).
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This type of political maneuvering, though an effective short-term solution to the political volatility of contemporary democracy, can end up making the underlying causes of that volatility worse.
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Despite the surge in stock market volatility in early February, bond and FX volatility has remained stubbornly low, making it difficult for market participants to make money from FICC trading.
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Implied volatility for the next three months, which allows investors to protect themselves from swings in the currency - or bet on such volatility - rose to the highest since mid-December.
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Bank of America Merrill Lynch is also expecting greater "episodic volatility," or brief bouts of extreme volatility, said Mary Ann Bartels, head of portfolio strategy at Merrill Lynch Wealth Management.
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Normalized Margins, Modest Volatility: Tyson's sales and earnings are subject to periodic volatility caused by changes in input costs and protein prices due to supply/demand dynamics of commodity products.
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"The upshot is we're going to be looking for a lot more volatility in balanced portfolios, and investors will feel a lot more volatility than they have historically," Colas said.
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"Recent market volatility has confirmed that gold remains a safe-haven asset and the yellow metal helps to reduce volatility in a portfolio," said Giovanni Staunovo, an analyst at UBS.
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Implied volatility in yuan options, which gauges investors' expectations for swings in the dollar against the yuan, showed that volatility might pick up in the two weeks following the summit.
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For fund managers, the Trump trade is clear: long volatility, short the Mexican peso and short bonds, with volatility by far considered the best bet with 51 percent of respondents.
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Higher credit asset prices and lower volatility benefitted the bank's leveraged finance franchise in the US. Equity trading revenues were 16% lower yoy, reflecting lower market volatility and trading volumes.
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Implied volatility for the next three months, which allows investors to protect themselves from swings in the currency - or bet on such volatility - rose to the highest since mid-December .
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Eurekahedge estimated that its CBOE short volatility index collapsed 16.72 percent, its worst month on record, while the long volatility index rose 1.92 percent, its best month since January 2016.
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Adding to this analysis, Thrasher also examines the VVIX, which is the volatility index of the volatility index (and so measures the expected magnitude of future moves in the VIX).
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The CBOE Volatility Index, the most widely followed barometer of expected near-term stock market volatility, was up as much as 12.63 points, its highest in more than a month.
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On June 24 2016, the Vix index or the Chicago Board Options Exchange Volatility Index, a measurement of expected short-term volatility in the S&P 500, closed at 25.6.
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Another common approach to low volatility is minimum variance (also known as minimum volatility) portfolio construction, which requires portfolio constraints to avoid significant concentration in specific sectors and individual stocks.
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Implied volatility for the next three months, which allows investors to protect themselves from swings in the euro - or bet on such volatility - rose to the highest since mid-December.
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"Historically, periods of minimal volatility lead inexorably to periods of surging volatility, and when that happens, stocks tend to sell off, as many investors can't handle that turbulence," Cramer said.
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The CBOE Volatility Index, or VIX, is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices, according to the CBOE.
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Danger of volatility The danger of volatility is not the only reason why Trump might consider being more cautious in tying himself directly to the performance of the stock market.
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The Nikkei's volatility index, a measure of investors' volatility expectations based on option pricing, remained elevated at 45.69, not far from a 4-year peak of 48.89 brushed on Monday.
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The Nikkei's volatility index, a measure of investors' volatility expectations based on option pricing, remained elevated at 47.09, not far from a 4-year peak of 4.33 brushed on Monday.
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It became one of the most popular trades of the past year as volatility in the Cboe Volatility Index (VIX) — a fear gauge for the stock market — reached historic lows.
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Rabe is expecting the higher volatility to continue, but she's still bullish on U.S. equities: "Just because there's greater volatility doesn't mean 2018 will deliver negative returns," she told me.
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"It's created a very large exposure of short volatility, and I think it's created a huge opportunity for actually owning volatility," said Davis, Quadratic's managing partner and chief investment officer.
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The VIX, or volatility index, on Tuesday was near the lows reached at the start of the year, right around 11, suggesting market participants are positioned for very low volatility.
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Both trade using leverage and provide inverse returns to the Cboe Volatility Index (VIX), a key measure of market expectations of near-term volatility conveyed by stock index option prices.
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Market volatility, which until February had been historically low for months, climbed, with the Coe Volatility Index, commonly considered a gauge of investor fear, jumping by more than 7 percent.
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The market's main gauge of volatility, the CBOE Volatility Index, was at 30.65 points on Friday, down 216.2 from Thursday, but more than double its 22-day moving average of 21.
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The Cboe Volatility Index, the most widely followed barometer of expected near-term volatility for the S&P 12.4, closed down 6.583 point at 26.58, its lowest close since Jan. 26.64.
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Volatility eased as well, with the Nikkei Volatility Index dropping 9.4 percent on the day, falling for a third day after spiking to more than a four-month high on Friday.
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Markets broadly look at two gauges of currency volatility — a daily swing in actual spot prices and an implied gauge derived from options markets on what traders expect volatility to be.
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Members of the exchange-traded fund community have been critical of Rule 48 and other attempts by exchanges to curb market volatility, citing the extreme market volatility suffered last Aug. 24.
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The Cboe Volatility Index, a measure of the 30-day implied volatility of the S&P 500 that's commonly known as Wall Street's "fear gauge," hit its highest level since Jan.
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That could extend to VIX-style indices that would provide a measure of volatility on the cryptocurrency and potential volatility trading opportunities if a liquid bitcoin options market were to emerge.
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A long position on the VIX index is effectively a bet on high or rising implied volatility, and a short position is a bet implied volatility will fall or remain low.
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Market pricing of expected volatility in the won KRWVOL has also been on the rise, with the one-month implied volatility hitting 13.2 percent in April, the highest in five years.
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"I am not predicting a 2008 next year but we had a pretty fundamental transition this year from the old low volatility regime to the new higher volatility regime," Thompson said.
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These products hold first and second month volatility futures, buying and selling these contracts daily to keep their volatility exposure in line with the level of stock swings in the market.
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As Eric Lonergan of M&G, a fund-management group, points out, the biggest influence on implied volatility tends to be how markets have behaved in the recent past ("realised" volatility).
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The CBOE Volatility Index, better known as the VIX and the most widely-followed barometer of expected near-term stock market volatility, closed at 21, its highest in about a month.
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While the VIX generally moves in the opposite direction as the , it is notable that the tick higher in expected volatility has come even as actual volatility has remained extremely low.
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The CBOE Volatility Index, better known as the VIX and the most widely-followed barometer of expected near-term stock market volatility, closed at 2614.73, its highest in about a month.
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The Cboe Volatility Index, the most widely followed barometer of expected near-term volatility of the S&P 500 index , closed up 1.26 at 19.85, its highest close in a week.
|
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The CBOE Volatility Index, better known as the VIX and the most widely followed barometer of expected near-term stock market volatility, recently fell to an all-time low of 193.
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As Ian Dew-Becker, assistant professor of finance at Northwestern's Kellogg school, pointed out in an email, it's hard to prove that equity volatility has indeed been higher than economic volatility.
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"Underneath the bonnet, the realised volatility is just very very low and that is keeping implied volatility low," said Richard Benson, co-head of portfolio investment at currency fund Millennium Global.
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The CBOE Volatility Index, better known as the VIX and the most widely followed barometer of expected near-term stock market volatility, closed at 9.77, its lowest close since December 1993.
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"We are seeing ultra-low volatility ranges in currency markets and unless we see surprisingly higher inflation prints, volatility should be rangebound," said Joel Kruger, a currency strategist at LMAX Exchange.
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Volatility - large ups and downs in asset prices - is at extreme levels, as measured through indicators such as the market fear gauge in stocks and the Deutsche Bank Currency Volatility Index .
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Volatility - large ups and downs in asset prices - is at extreme levels, as measured through indicators such as the market fear gauge in stocks and the Deutsche Bank Currency Volatility Index .
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"It's already had a massive run up because we've had very low volatility," but at this point, "it's very likely that volatility is going to increase," Schlossberg told CNBC's Trading Nation.
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Indeed, history shows that the introduction of futures trading generally reduces volatility in the underlying assets, so the introduction of bitcoin futures should help to reduce the volatility of Bitcoin prices.
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The CBOE Volatility Index, the most widely followed barometer of expected near-term volatility in the S&P 219, finished up 236 points at 7.773, its highest close since Feb. 27.77.
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A level below 25 in the Nikkei Volatility Index .
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Bond yields also rose, while the Cboe Volatility Index .
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My concern then — and now — was Trump's psychic volatility.
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GC : Volatility was the story of 2016, wasn't it?
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Others worry about the cryptocurrencies' volatility — among other things.
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Wall Street's "fear gauge," the CBOE Market Volatility index .
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They largely id not see the CBOE Volatility index .
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Broader currency market volatility, as measured by Deutsche Bank .
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Broader currency market volatility, as measured by Deutsche Bank .
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" "I think volatility will continue in the short term.
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There is so much capital circling the globe at so much velocity that it is producing volatility in the commodity markets that matches the volatility of the broader financial markets, he said.
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"It seems like progressively every single day it gets more and more beyond any sense of normal leadership and ultimately that kind of political volatility does translate into economic volatility," Schlossberg said.
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"This volatility isn't the beginning of the end, it's just natural volatility as people reset expectations," the co-chief executive officer of the investment firm told CNBC Europe's "Squawk Box" on Tuesday.
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The market's fear gauge is signaling that stocks will see less volatility and higher prices in the next few months, CNBC's Jim Cramer said Tuesday after consulting with a top volatility chartist.
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JP Morgan updated its credit volatility index earlier this year with an eye on bringing systematic credit volatility strategies to a wider audience, spawning an exchange-traded fund launch in late March.
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After months of calm in U.S. stocks, the Cboe Volatility Index, a widely followed options-based barometer of expected near-term volatility for stocks, last week hit its highest close since January.
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"There is talk that volatility targeting annuity funds could have to sell a further $30 billion of stock this week and another $713 billion should realised volatility not retreat lower," he warned.
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The CBOE Volatility Index, the most widely followed barometer of expected near-term volatility in the S&P 500, hit a more than two week high at 14.67, before easing to 14.38.
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Most investors are familiar with the CBOE Volatility Index, or the VIX, which uses the prices of options on the to gauge both volatility expectations and investors' desire to purchase portfolio protection.
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Increased difficulty in finding investment yields across asset classes and a belief that central banks will keep a lid on market volatility have boosted interest in this strategy known as selling volatility.
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"There is talk that volatility targeting annuity funds could have to sell a further $30 billion of stock this week and another $40 billion should realised volatility not retreat lower," he warned.
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The CBOE S&P 500 Volatility Index, or VIX, is the most common way investors track volatility and is one of the tools most likely to be misused to make market projections.
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"Uncertainties could contribute to financial volatility in the coming months," Furusawa said, calling for flexible exchange rates, use of macro-prudential policies and stronger reserves buffers to cope with capital flow volatility.
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I think volatility five years ago, 10 years ago was too high ... The structural decrease in volatility is more of a function of now the market is more properly valuing these assets.
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That is almost a half of the market's actual volatility of 2.3 percent over the past year, indicating investors expect the market's volatility will drop almost by a half in coming months.
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In its statement, BI said it is watching global risks such as financial market volatility and will maintain a presence in foreign exchange markets to guard against excess volatility in the rupiah.
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The Nikkei's volatility index, a measure of investors' volatility expectations based on option pricing, jumped 21.07% to 215, its highest level since March 24.1 when massive earthquakes and a tsunami struck Japan.
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The Nikkei's volatility index, a measure of investors' volatility expectations based on option pricing, jumped 20.8% to 153, its highest level since March 215 when massive earthquakes and a tsunami struck Japan.
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While long-term investors may be finding navigation tricky, the higher volatility that the remarks on trade have produced could be benefiting those traders that have short-term positions on higher volatility.
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The Nikkei's volatility index, a measure of investors' volatility expectations based on option pricing and considered to be a fear gauge, rose 1.1% to 56.74, off Monday's nine-year peak of 60.86.
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"The fact that we had many volatility cycles since 1983, and are now at all-time lows in volatility, indicates that we may be very close to the turning point," he wrote.
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On the week's dramatic market turmoil which saw volatility spike at record highs, the banker noted that because volatility had been at historic lows throughout 2017, a change is to be expected.
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"This move in volatility increases the yield available from put-selling strategies, which can enable investors to take advantage of higher volatility while offering a more defensive exposure to equities," Haefele wrote.
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Paulsen says that since 1940, stocks have gone through 30-year "super cycles" consisting of a decade of high volatility and weak returns and 19903 years of great returns and low volatility.
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"I will say you probably should expect a little bit more volatility this year, in one sense, than last year, because we really had very low intrayear volatility last year," he said.
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Treasury volatility as measured by realized volatility in the U.S. 10-year Treasury note has fallen to a 303-year low, according to a new report from Bank of America Merrill Lynch.
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Ermotti foresees a pick up in volatility, particularly in the second part of the year, but he said the company needs to be wary about the kind of volatility that lies ahead.
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Goldman Sachs said implied volatility "is pricing less upside risk of a further GBP/USD rally," as shown in the chart below ("GBP/USD 1-month implied volatility based on different deltas"):
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The CBOE Volatility Index, a widely-followed measure of short-term stock volatility, eased to near session-lows at 21, and well short of the 2346-point mark it touched last week.
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The CBOE Volatility Index, a widely-followed measure of short-term stock volatility, rose about 1 point to 26.70, but stayed well short of the 50-point level it touched last week.
|
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The CBOE volatility index, a widely followed gauge of Wall Street volatility, scaled a two-year high on Friday, while world stocks suffered their worst week since the financial crisis in 2008.
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Futures contracts for the VIX index, which tracks market volatility, fell sharply during the first debate, suggesting investors expect much less volatility under a Clinton White House than a Trump White House.
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Last week, the "Mad Money" host called on technician Mark Sebastian, who specializes in volatility, to get a read on the VIX, which measures expectations of near-term volatility by tracking option prices.
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The Cboe Volatility Index, a widely followed options-based barometer of expected near-term volatility for stocks, known as the VIX, rose about 5.56 points to 13, its highest close since Jan. 23.
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But with that said, it's not uncommon for a stock to experience volatility right off the bat, and you can't assume the future of that stock price just because of some early volatility.
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Other gauges of skittishness — Bank of America Merrill Lynch's index of implied Treasury volatility and the implied volatility in the euro-dollar currency pair — hit three-and-a-half-month highs on Thursday.
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The market has traded in historically tight ranges over the last few months, and with the CBOE Volatility Index at 15, volatility isn't expected to pick up meaningfully over the next few weeks.
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IF YOU LOOK AT MARKET MEASURES OF VOLATILITY THE VOLATILITY OF BANKS TODAY IS COMPARABLE TO SOME MEASURES A LITTLE MORE AND SOME MEASURES LESS THAN IT WAS PRIOR TO THE FINANCIAL CRISIS.
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With the market volatility on his mind, Cramer decided to take a look at the charts to find out what could be in store for the CBOE volatility index, known as the VIX.
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A rise above that level would show option traders bidding up volatility, and with increased volatility, one may see a price breakout either up or down out of the $40 to $50 range.
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The Cboe Volatility Index, the most widely followed barometer of expected near-term volatility in the S&P 3.053, was up 3.25 points at 21.11, after touching a three-day high of 21.24.
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"What we're seeing now is the VIX beginning to understand you can have volatility in both directions," he said, clarifying that the VIX is not a measure of bearishness or bullishness but volatility.
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But while Trump has introduced a kind of volatility that makes for exciting television, it is that very volatility that makes the Clinton-Trump debates vestigial, and Monday night's event was no exception.
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Further, volatility is actually below the 25-year average, Bartels pointed out, but investors have gotten so used to the Federal Reserve backstopping markets through monetary policy that moderate volatility is roiling stocks.
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As the market has slipped into a period of calm, the amount of volatility expected over the next 30 days — as measured by the CBOE Volatility Index, or the VIX — has fallen dramatically.
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Exchange operators, which initially reaped the benefits of increased volatility from the U.S.-China tariff war, are now facing the heat as prolonged periods of volatility drive skittish investors away from the market.
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"China's a very important player in the current episode of market volatility, but market volatility will not necessarily come to a halt if China's market stabilizes," said John Lonski, chief economist at Moody's.
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For example, ETFs with "low volatility" or "minimum volatility" in their names can turn out to behave quite differently for investors in precisely the environment that they are most looking for risk mitigation.
|
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Volatility in Europe and in the United States spiked to highs not seen since a global stock market correction in February, but the main volatility gauge has since subsided to one-week lows.
|
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And this week traders flooded into 570,000 call options on the Cboe Volatility Index, or VIX, known as the stock market's "fear gauge," said Bloomberg, meaning they're betting on a surge in volatility.
|
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The Cboe Volatility Index, the most widely followed barometer of expected near-term volatility in the S&P 500, was up 1.76 points at 19.62, after touching a three-day high of 21.24.
|
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A multimillion dollar bet on a surge in market volatility is gaining notice in the options market and appears on track to become the largest trade this year in the CBOE volatility index.
|
|
"Typically they engage in financial hedging to smooth volatility, but the impacts of any volatility can be delayed as it takes time for shifts to trickle down and onto balance sheets," he said.
|
|
The one-month dollar-rupee implied volatility has fallen about 300 basis points this year to 5.7%, while the dollar-rupiah volatility dropped over 200 basis points to 6.3%, data from Refinitiv showed.
|
|
" "One of the attributes of these inverse ETF products has been that the longer that volatility persisted at low levels, the more product was created, so more short volatility positions were put on.
|
|
Volatility - large ups and downs in asset prices - is at extreme levels, as measured through indicators such as the market fear gauge in stocks and the Deutsche Bank Currency Volatility Index in currencies.
|
|
The Cboe Volatility Index (VIX), which measures market expectations of volatility and is often referred to as Wall Street's fear gauge, spiked to a multi-year high during the recent market sell-off.
|
|
An increase in volatility prompts automatic selling by "risk-parity" funds, which target a constant level of volatility, as well as trend-chasing commodity trading advisers (CTA), and often exacerbates turbulence in prices.
|
|
Volatility also reared its head for a while on Monday as the Chicago Board Options Exchange Volatility Index, or VIX, known as Wall Street's fear gauge, rose before retreating later in the day.
|
|
Essentially those investors try to define every asset class through how volatile it is, and when volatility increases, they reduce their exposure to those asset classes that appear to have too much volatility.
|
|
All the volatility seems to be attracting the interest of regulators: FINRA was reportedly looking into alleged manipulation of futures on the VIX and CBOE volatility index, according to The Wall Street Journal.
|
|
The CBOE volatility index, widely regarded as Wall Street's "fear gauge" that measures implied market volatility, has traded in a narrow range this year, at one point hitting its lowest level on record.
|
|
Volatility - large ups and downs in asset prices - is at extreme levels, as measured through indicators such as the market fear gauge in stocks and the Deutsche Bank Currency Volatility Index in currencies.
|
|
After a week of volatility following Trump's election on Nov.
|
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He added that this volatility could be short term, however.
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DAVID TAYLOR: Well, certainly we've seen some volatility in turkey.
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However, Kolanovic expects to see more frequent bouts of volatility.
|
|
Volatility has fallen, so these are good signs for 2017.
|
|
Investors have been grappling with increasing market volatility of late.
|
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The issue is what will happen if this volatility continues.
|
|
But investors should still expect a lot more bitcoin volatility.
|
|
The stock was briefly halted for volatility following the news.
|
|
Wall Street has been gripped by a spike in volatility.
|
|
In fact, market volatility has been historically low under Trump.
|
|
Output and inflation volatility is substantially higher than rated peers.
|
|
And the VIX (VIX) volatility index is hardly flashing panic.
|
|
That's in line with market thinking despite the recent volatility.
|
|
Its liquidity is susceptible to volatility in China's liquidity conditions.
|
|
However, Nauman thinks the volatility should subside after the election.
|
|
Amid volatility, the default advice is often to do nothing.
|
|
The VIX volatility index hit its highest level since January.
|
|
Now he's anticipating lower returns going forward and more volatility.
|
|
This ultimately provides stable value versus the volatility of crypto.
|
|
You can get 2 percent in cash, without the volatility.
|
|
Analysts have said the bank helps cushion insurance business volatility.
|
|
In contrast to bitcoin, volatility in the S&P 500 .
|
|
Now, that volatility could be spurred by the Trump administration.
|
|
"I would expect volatility both up and down," Hooper said.
|
|
Liquidity could dry up in public markets, causing more volatility.
|
|
Meanwhile, volatility also has been hitting the U.S. stock market.
|
|
That was enough to get Tilray halted for extreme volatility.
|
|
U.S. bond and equity volatility is also on the rise .
|
|
But he said that even volatility could be a boon.
|
|
The CBOE Volatility Index is also reflecting the wild swings.
|
|
The bank found that Trump's tweets have significantly increased volatility.
|
|
The comments are likely to bring volatility to major currencies.
|
|
But the volatility of the numbers is kind of ridiculous.
|
|
But volatility in the U.S. dollar is still a worry.
|
|
Businesses, much like the stock market, hate uncertainty and volatility.
|
|
Others said they feared a far longer phase of volatility.
|
|
Estimates of volatility are a central input to options prices.
|
|
Your portfolio will have time to recover from today's volatility.
|
|
Graphic: Sterling implied volatility higher than several EM currencies - tmsnrt.
|
|
Both stocks were then halted again and again for volatility.
|
|
NO DIRECTION Low volatility has been bad for bank earnings.
|
|
Forget the narrow trading range, low volume and low volatility.
|
|
Mexico has been coping with price volatility since last year.
|
|
Some are sitting out the volatility and holding back purchases.
|
|
The ETN tracks the performance of the Cboe Volatility Index .
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|
THERE WILL BE CAPITAL MOVEMENT AND VOLATILITY AS A RESULT.
|
|
The Fed meeting was a particular disappointment for volatility seekers.
|
|
After a quiet summer, volatility returned to the stock market.
|
|
Doherty's research also highlighted the volatility of the millennial vote.
|
|
Amid a long spell of subdued volatility, investors piled in.
|
|
Italian volatility appears to be arriving on the Iberian peninsula.
|
|
History tells us volatility goes up in the final stretch.
|
|
Woo said the volatility market is underpricing the election risk.
|
|
There could be more volatility than usual this earnings season.
|
|
Geopolitics aside, the two factors behind the volatility are familiar.
|
|
Our average returns were -- the opportunities of volatility are there.
|
|
Will the Yellen Put be effective in tamping down volatility?
|
|
The volatility of the two indexes' returns was also similar.
|
|
This "implied volatility" is the number captured by the Vix.
|
|
"There is just great volatility in the market," said Pan.
|
|
Gambarini said this could lead to volatility in gold prices.
|
|
It predicted "further downside pressure and volatility" in bond prices.
|
|
With investors perennially wary of uncertainty, the CBOE Volatility index .
|
|
So low volatility today is not necessarily a warning sign.
|
|
Takada's data anticipated a spike in volatility before Monday's plunge.
|
|
High volatility, however, degrades any returns generated by leveraged ETFs.
|
|
But there are growing expectations that volatility could return fast.
|
|
O'Leary is in favor of buying during times of volatility.
|
|
Garlinghouse said that worries over volatility in cryptocurrencies were unfounded.
|
|
Karen Finerman was a buyer of the CBOE Volatility Index.
|
|
The levels of volatility, however, are unprecedented in recent times.
|
|
Even at retirement age, your portfolio should anticipate market volatility.
|
|
Meanwhile, Bregier wasn't fazed by the recent oil price volatility.
|
|
ET, was delayed amid the heavy volatility of the session.
|
|
That's a powerful combination for keeping down interest rate volatility.
|
|
VIX VISION: The market's fear gauge, the CBOE Volatility Index .
|
|
Recent market volatility has helped and hurt Nasdaq, Greifeld said.
|
|
Critics of ETFs say they can lead to increased volatility.
|
|
If volatility means "tending to vary often," is it true?
|
|
"You're buying volatility in the markets by definition," he said.
|
|
A tumultuous start to 2500 sent volatility surging this week.
|
|
"The Fed is causing a lot of volatility," he said.
|
|
But the volatility is also creating some opportunities for investors.
|
|
In all, market volatility has been the norm since October.
|
|
Chief Executive Patrick Pouyanne pointed to continuing volatility in markets.
|
|
SPX ended 0.18 percent lower and the CBOE Volatility Index .
|
|
That has driven stocks to highs, and volatility to lows.
|
|
This portfolio is exposed to equity market and currency volatility.
|
|
The recent volatility has led to a spike in volume.
|
|
This helps reduce volatility and risk in their overall portfolio.
|
|
Ohers said they feared a far longer phase of volatility.
|
|
The exchange, which owns the lucrative volatility index the VIX .
|
|
During the process of currency internationalization, volatility is hardly avoided.
|
|
But market volatility is not the same thing at all.
|
|
The CBOE volatility index was down 0.52 points at 19.95.
|
|
In the United States, volatility leapt and bank stocks withered.
|
|
For graphic on Brent Crude Options Volatility Surface click reut.
|
|
The CBOE Volatility Index, or VIX, rose 8 percent Monday.
|
|
This is particularly evident in the sharp drop in volatility.
|
|
The CBOE volatility index dropped to its lowest since Dec.
|
|
Volatility of the yen could also affect capitalisation and RWA.
|
|
The CBOE Market Volatility Index is currently trading at 21.84.
|
|
For the average investor, this basically just means more volatility.
|
|
British politics has been marked by extreme volatility of late.
|
|
They recommend betting on volatility by buying straddles on them.
|
|
The volatility index had jumped 4.21% at the day's close.
|
|
Market volatility and panic will probably bring better investment opportunities.
|
|
But volatility may not always translate into higher trading activity.
|
|
How to account for high volatility and relatively low volume?
|
|
SO VALUATION AND VOLATILITY ARE THE TWO QUESTIONS I HAVE.
|
|
"Human beings, normal ones, cannot afford the volatility of bitcoin."
|
|
Garry that Nasdaq 100 volatility has been rising since February.
|
|
It looks like a lot of volatility, but it isn't.
|
|
Lebanon has declared war on it only compounds the volatility.
|
|
Bordenave said he was hopeful that volatility would return, eventually.
|
|
In practice, all derivatives involve an implicit bet on volatility.
|
|
It's reflective of the actual market volatility that we see.
|
|
Increased volatility tends to boost the returns from such sales.
|
|
The India Volatility Index fell as much as 5.8 percent.
|
|
Volatility has remained high as political and economic uncertainties intensify.
|
|
"Sterling volatility is the winner," said Jordan Rochester at Nomura.
|
|
There's little to suggest those volatility premia will come down.
|
|
Yet stocks have powered on and volatility has spiked higher.
|
|
Investors and traders are still naturally positioned for lower volatility.
|
|
All too often, high volatility prompts investors to sell low.
|
|
Druckenmiller and Warsh have both bashed bitcoin for recent volatility.
|
|
Another reason for the volatility in the marketplaces is political.
|
|
Yet officials may rue the volatility it's apt to bring.
|
|
The region and its oil supplies are primed for volatility.
|
|
He told the podcast that North Korea's volatility is expected.
|
|
They have bought puts and they have gone long volatility.
|
|
The outlook for China this year is likely more volatility.
|
|
He too said Trump's Iran policies had increased market volatility.
|
|
And when volatility picks up, typically volumes pick up, too.
|
|
They can return with this deal if the volatility ends.
|
|
Along the normalization path, some volatility can be their friend.
|
|
Corporate valuations are still elevated, but market volatility has increased.
|
|
Anglophone crisis Volatility in Cameroon's Anglophone provinces is nothing new.
|
|
But his style stirs wild uncertainty and market volatility daily.
|
|
That is, you were right that volatility would go down.
|
|
The volatility of this election has only raised the stakes.
|
|
This, in turn, creates even more political tension and volatility.
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However, many others in the market foresee increasing volatility ahead.
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The CBOE Volatility index touched its lowest since March 17.
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SE: Well right now there is no volatility at all.
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It said volatility would likely peak before markets bottom out.
|
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Who isn't scared of market volatility and the eventual losses?
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Investors seeking safety from the volatility should look to gold.
|
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I assumed that Bitcoin's extreme volatility would be a turnoff.
|
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The Fed has been blamed for the recent market volatility.
|
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The moves downward have been swift and fraught with volatility.
|
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So does all this volatility and immorality make Morrison nervous?
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There was some relief on the market volatility front too.
|
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Nasti and Girace convey Lila's spooky genius maturing into volatility.
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That doesn't mean last week's volatility should be put aside.
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Currency volatility is also holding tracking back, Mr. Mazet said.
|
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Lupino is mercurial and assertive, her volatility matched by Garfield's.
|
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But the volatility of inflation has diminished in recent decades.
|
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Gold fell 0.7%, buffeted like other assets by high volatility.
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Recent market volatility may be bad news for your portfolio.
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He recommends a put sale given the current high volatility.
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If it does, however, expect more volatility down the road.
|
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Even a single month's volatility can have a cascading effect.
|
|
That said, heightened volatility could be trying for bullish investors.
|
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Wall Street's index of volatility has been falling — confounding experts.
|
|
The VI, (VIX) a measure of market volatility, has skyrocketed.
|
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The recent volatility has prompted regulators to step up supervision.
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Traders say any breach of those ranges would fuel volatility.
|
|
Concerns of a shutdown increased volatility in stocks last week.
|
|
"I'm not overly concerned about the market volatility," Mnuchin said.
|
|
It's important to understand just how low volatility has been.
|
|
The large number of candidates adds volatility to our expectations.
|
|
What could bring about a slowdown to volatility isn't clear.
|
|
How do you account for that volatility in your pricing?
|
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Quickly adapting to market volatility makes for a prudent CEO.
|
|
Now is not a good time to bet against volatility.
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|
If he continues to win, volatility is expected to increase.
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|
The human capacity for hatred is terrifying in its volatility.
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|
I am urging you to be ready for more volatility.
|
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He pointed out that increased volatility also helps trading revenues.
|
|
So the big driver continues to suppress the volatility down.
|
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That volatility could drag down Constellation Brand's stock, Ramey noted.
|
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The , CBOE's volatility index, meanwhile, fell more than 200 percent.
|
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But volatility reawakened last month on worries of rising inflation.
|
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At times, concerns about trade caused spikes in market volatility.
|
|
" According to Gordon, Intel is seeing an "expanding volatility pattern.
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And, of course, it would be associated with market volatility.
|
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The SEC cited concerns about liquidity, volatility and investor protection.
|
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This volatility is unlikely to change in the near future.
|
|
The CBOE Volatility index hit its highest since Oct. 10.
|
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This will in turn cause volatility to surge, he believes.
|
|
He says his professional career has readied him for volatility.
|
|
The Shanghai index characteristic behavior includes days of substantial volatility.
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|
YOU'VE GOT TO EXPECT SOME VOLATILITY WITH THIS WITH THIS.
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|
DOES IT MATTER WHAT THE STIMULUS IS FOR THE VOLATILITY?
|
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That could cause market volatility if the Fed's view wins.
|
|
It hasn't really translated to a massive amount of volatility.
|
|
Markets greeted the news with a strong bout of volatility.
|
|
The breakneck volatility in the crypro market isn't helping either.
|
|
High volatility does not mean stocks have to go down.
|
|
He is regarded as an expert in volatility and derivatives.
|
|
The analysts found that Trump's tweets have significantly increased volatility.
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|
VIX: The Cboe volatility index jumped 22 percent to 23.71.
|
|
Aside from their volatility, cryptocurrencies trade on unregulated online exchanges.
|
|
Right now, price volatility and underdeveloped technology is a roadblock.
|
|
Volatility collapsed after the crisis because of central bank manipulation.
|
|
The VIX volatility index touched its highest level since February.
|
|
" She pointed out that many have not yet "tasted volatility.
|
|
"In this volatility people stopped buying things," Mr. Kosaryan said.
|
|
And the CBOE Volatility Index tends to surge, history shows.
|
|
The working Americans have faced increasing income volatility, income inequality.
|
|
It's a very steady, low volatility, sector compared to tech.
|
|
DXY was off 0.03 percent VIX: The Cboe volatility index .
|
|
Steve Jobs, known for his volatility, wasn't a flawless leader.
|
|
The CBOE Volatility Index has staged a stunning reversal over the past few weeks, falling by about half as the uncertainty and volatility surrounding the Brexit vote dissipated and the climbed to record highs.
|
|
This provides the company with a natural hedge against currency volatility, as evident in 2015 when Pan Brothers' EBITDA margin remained relatively intact in the face of severe volatility of the local exchange rate.
|
|
This is probably due both to the low volatility experienced recently as well as a perceived lack of market catalysts (although it bears noting that the upcoming long weekend dampens volatility expectations as well).
|
|
This is especially the case given that stock market volatility has been significantly higher than bond market volatility since then, meaning that the reward-per-risk trade-off has been deeply superior in Treasurys.
|
|
But hedge funds, and trend following investors who might like buying stocks in July, a typically low-volatility period, may have a different view in August, which is often when seasonal volatility kicks up.
|
|
The Cboe Volatility Index, a measure of the 30-day implied volatility of the S&P 500 known as the "VIX" or the "fear gauge," hit 12.37 on Tuesday, its lowest level since October.
|
|
Equity market volatility brought on by Brexit and the trade war between Beijing and Washington also helped, with the CBOE Volatility Index, also known as Wall Street's "fear gauge", jumping 130 percent in 2018.
|
|
"What we've seen out of the options market is the lack of expectation of this sell-off that came, volatility was really muted," Harvest Volatility Group's Dennis Davitt told CNBC's "Trading Nation" last week.
|
|
As on other days this week, the losses followed some initial gains, raising the market's main gauge of volatility, the CBOE Volatility Index to 36.13 points, three times what it was a week ago.
|
|
"The demand for puts versus calls, term structure, volatility of volatility, those measures in aggregate give you a fuller picture of market positioning and investor sentiment than just the VIX," Xu told Reuters separately.
|
|
"If you look at the Q3 earnings season, there's been a significant amount of volatility around earnings, and dispersion among companies has picked up with earnings volatility in a number of sectors," he said.
|
|
This stands to reason as low implied volatility is the cornerstone of a buoyant market, both encouraging risk-taking as well as reflecting it, while higher implied volatility has typically been the mirror opposite.
|
|
As this graphic shows, close-to-close volatility - a measure of realized volatility - on the pound versus the dollar is currently at 5.4 percent, nearly 3 percent below its historical average of 8.3 percent.
|
|
There is also the possibility that equity market volatility follows bond market volatility higher as central banks sell bonds, especially if tapering comes alongside mixed economic news, as it is very likely to do.
|
|
So, nevertheless with that in mind the volatility given some of the things going on in the macro world is still quite low and from the market's perspective it's this implied volatility that counts.
|
|
"There's a little bit of ... technical activity around what is happening with volatility and how hedge funds have to readjust their strategies, given where volatility is," said Patrick Palfrey, equities strategist with Credit Suisse.
|
|
"The by-product of quantitative easing, combined with ultra-low interest rate policies, has been the dampening down of volatility," Kelso said, adding that an increase in volatility spikes was likely in the future.
|
|
Gundlach, known as Wall Street's Bond King, said U.S. interest rates "cannot maintain the low volatility" they have experienced in the past eight years and it is "not inconceivable" that interest-rate volatility could double.
|
|
MARY CALLAHAN ERDOES, CEO OF J.P. MORGAN ASSET MANAGEMENT, ON VOLATILITY: She said a return of volatility was not going to be a huge risk to financial markets and could make active management more important.
|
|
Not just the global competition, but also the sociopolitical dynamics around the world are making it harder, with more unknowns, more volatility — constant volatility," Kent told CNBC's Sara Eisen in an interview for "Closing Bell.
|
|
Looking at the Cboe Volatility Index, also known as the market's "fear gauge" or the VIX, Cramer and volatility expert Mark Sebastian determined that stocks could see another leg of pain even after Tuesday's surge.
|
|
The CBOE Volatility index, the closely followed measure of expected near-term stock market volatility and often seen as a gauge of investors fear, jumped 20 points to 30.71, its highest level since August 2015.
|
|
These include the PowerShares S&P 500 Low Volatility exchange-traded fund (SPLV) and iShares Edge MSCI Minimum Volatility USA ETF (USMV), as well as the sector funds tracking the utilities and consumer staples sectors.
|
|
According to economists at JP Morgan, one of the main reasons for the depressed volatility across financial markets currently is because volatility in global growth is now the lowest in at least half a century.
|
|
That's partly because the term "volatility" could describe anything from stock prices rapidly fluctuating--which, by their very nature, they do--to a specific move higher in the market's best-known volatility gauge, the VIX.
|
|
The Cboe Volatility index, which measures implied price volatility of U.S. stocks in the next one month, closed at 9.15 on Wednesday, just short of its record closing low of 9.14 touched on Nov. 3.
|
|
SPX 3-month implied volatility and S&P 500 1-month historical volatility is currently higher than it has been for 80 percent of the time over the last two years, per Thomson Reuters data.
|
|
" The first quarter was crazy, and volatility spasms are likely to continue (Charles Schwab) "The first quarter was the proverbial roller coaster, with stocks experiencing extreme volatility, but ultimately ending up back where they started.
|
|
"Our point is that if returns are not predictable by volatility," then one should vary one's investment according to volatility since this will allow the investor to "reduce your risk without forgoing returns," Moreira said.
|
|
"Despite USD/CNY's return to 6.80, its volatility is converging with and exceeding G6.80553 FX volatility for the first time in history," Bank of America Merrill Lynch said in a note to clients on Wednesday.
|
|
We have seen a couple of managers playing more volatility around the pound, not saying they are going to leave or not leave but just that they expect some volatility leading up to the vote.
|
|
Trading strategies built around low volatility have been a huge cash-generator for investors since the crisis because the world's major central banks have suppressed volatility with trillions of dollars worth of bond-buying stimulus.
|
|
Following a two-month period of very low volatility, investors have been lulled into a sense of complacency, and any pickup in volatility could spark a "deleveraging event," in which investors dump stocks, he said.
|
|
"Managing volatility costs money, not just for us but for the whole supply chain, so I think we can take that cost out as volatility comes off and that restores income to farmers," Meyer said.
|
|
D.A. Davidson's Ragan noted that the midterms are "something that could cause some volatility in the market," but added that investors should recover from any volatility spike given the strong U.S. market and economic fundamentals.
|
|
Yet currently, the 12 largest "inverse volatility" ETNs, which bet on low volatility, have $2.5 billion in collective assets under management, two-thirds more than the $1.5 billion in "long vol" funds such as VXX.
|
|
The implied volatility on the dollar/peso options rose sharply, with one-month volatility rising to above 20 percent, its highest level in more than two weeks, from near 15 percent just a week ago.
|
|
Roughly 2628 percent of advisors believe that more volatility is on the horizon, even though the widely followed VIX Index—which measures expected volatility over the next 28503 days—is near an all-time low.
|
|
Shorting volatility, or betting on calm stock market conditions, has long been the mainstay of institutional players, but the introduction in recent years of volatility-linked exchange-traded products opened this strategy to retail players.
|
|
With the return of volatility to the stock market after a period of record lows, here are five stocks that have low volatility (with a beta under 0.5) and a strong performance in the quarter.
|
|
"Uncertainties could contribute to financial volatility in the coming months," Furusawa said, calling for governments to maintain flexible exchange rates, use macro-prudential policies and keep stronger reserves buffers to cope with capital flow volatility.
|
|
"Thus we think that a transition from a falling and low volatility environment to a more moderate volatility environment will continue to depress VIX Futures and could weaken the more recently robust VIX Options activity."
|
|
He used the VVIX, which measures volatility within the VIX itself.
|
|
The central bank usually intervenes to curb volatility in the market.
|
|
Overall volatility in the currency markets remained near five-year lows.
|
|
However, upcoming elections in those countries may cause volatility, he added.
|
|
Send's mission is to take the volatility out of the equation.
|
|
During the session the CBOE Volatility index was down 11.5 percent.
|
|
The Cboe Volatility Index spiked as high as 25 this month.
|
|
I believe that heightened equity volatility may be on the horizon.
|
|
That didn't materialize, with any volatility spikes proving to be fleeting.
|
|
The Cboe Volatility Index is Wall Street's method for measuring fear.
|
|
These calls were amplified after a week of stock market volatility.
|
|
The VIX is a common proxy for expected stock market volatility.
|
|
At the core of the temperament issue is one thing: volatility.
|
|
On Monday, White also discussed volatility in the animal meat market.
|
|
"Clients don't understand what standard deviation and volatility mean," Abrams said.
|
|
He also highlights issues stemming from historic and unsustainable low volatility.
|
|
For instance, we're constantly reconciling with the volatility of memory prices.
|
|
Market volatility has eased to multi-year lows in recent weeks.
|
|
In Washington, volatility is running at highs not seen in years.
|
|
It's a bid to rein in capital market volatility — or else.
|
|
The reason we've had no volatility is people are sitting back.
|
|
So did this set them up perhaps to have more volatility?
|
|
Dalio's comments come amid heightened volatility in the U.S. stock market.
|
|
And for some traders, Bitcoin's volatility is its most attractive quality.
|
|
Now you say you don't like quant geek measures like volatility?
|
|
And volatility is pretty subdued, as measured by Deutsche Bank's index.
|
|
Why needs government backed currency when volatility is so much fun?
|
|
Gerspach said market volatility has hurt both trading and new issuance.
|
|
With less liquidity in the system, we should have more volatility.
|
|
And the volatility of the dollar is also a Chinese concern.
|
|
During the rally from mid-February lows, measures of volatility dipped.
|
|
Then, after shares soared 125%, trading was paused due to volatility.
|
|
Global markets saw stiff losses and extreme volatility during that period.
|
|
"There have been small numbers of companies and volatility," she said.
|
|
As a result, economic performance and volatility have diverged, he added.
|
|
Volatility around the post-settle contract rollover was also a factor.
|
|
It has nice yield and could benefit from volatility, Kelly said.
|
|
The relatively similar volatility expectations is to some an optimistic signal.
|
|
U.S. stocks saw gains for November, capping a month of volatility.
|
|
One-week volatility fell from 15.5 percent to around 11.4 percent.
|
|
No precedent means volatility in markets, probably on a global scale.
|
|
Now, traders should look at short bonds and avoid buying volatility.
|
|
He added change took time and volatility was to be expected.
|
|
Political risks remain significant, but near-term political volatility has eased.
|
|
Although volatility indexes were higher, most moves in currencies were muted.
|
|
And the merchant business is subjected to a lot of volatility.
|
|
This chart shows market volatility as captured by the VIX between.
|
|
The VIX (a contraction of volatility index) is one such gauge.
|
|
However, Fitch considers that Finansbank will add volatility to QNB's profitability.
|
|
The volatility of the combined ratio also remains lower than peers.
|
|
Right now, the CBOE Volatility Index is around 12, noted Colas.
|
|
The inability to forecast volatility is not stopping anyone from trying.
|
|
Go deeper: Political uncertainty could bring volatility to health care stocks
|
|
The VIX measures implied volatility on S&P 313 index options.
|
|
SO I THINK A LOT OF VOLATILITY IN THE MONTHLY NUMBERS.
|
|
The VIX measures implied volatility on S&P 500 index options.
|
|
The uncertainty of earnings could lead to volatility, according to RBC.
|
|
Volatility by traditional measures has been muted for much the summer.
|
|
Be smart: Insiders will be watching the volatility of Slack's price.
|
|
Market volatility is an opportunity to reboot your retirement accumulation strategies.
|
|
Yet world stocks have barely blinked and volatility is historically low.
|
|
"This sort of volatility is quite normal for Bitcoin," he said.
|
|
"The big mover on Friday was undoubtedly implied volatility," Weston said.
|
|
"To avoid economic volatility, currency movements must be larger," Dalio wrote.
|
|
Don't be worried about the short-term volatility in the market.
|
|
"Inflection points produce a lot of uncertainty and volatility for investors."
|
|
The basic one is to help its companies hedge against volatility.
|
|
Bitcoin has been marked by volatility in its 143-year existence.
|
|
This volatility means it's likely to be rough for retail investors.
|
|
They had been suspended earlier on Wednesday due to excessive volatility.
|
|
JS: I would say that there is a risk of volatility.
|
|
European markets also struggled for gains after more volatility in China.
|
|
With China out for holidays this week, market volatility has fallen.
|
|
It can portend a period of increased volatility for a stock.
|
|
There was a lot of uncertainty and volatility during that time.
|
|
"That's going to provide a few quarters of volatility," Lesko said.
|
|
Wild currency moves can inject volatility in earnings for multinational firms.
|
|
External risks could create more volatility and derail the fragile recovery.
|
|
Such cash-date volatility is increasing as registered LME stocks shrink.
|
|
Dudley took an optimistic stance on the economy despite market volatility.
|
|
However, he stressed the financial market could be vulnerable to volatility.
|
|
"You need the optionality of that cash" during times of volatility.
|
|
The Iranian crude, however, will only exacerbate volatility, according to Currie.
|
|
The VIX, the CBOE's volatility index, jumped sharply, reflecting market fear.
|
|
Such quiet historically has been followed by periods of heightened volatility.
|
|
Or take the current vogue for low-volatility stocks and funds.
|
|
Options expiration on Friday would likely contribute to volatility, traders said.
|
|
It's also the derivative contract expiry week, so expect some volatility.
|
|
The CBOE Volatility Index is up 2 percent during trading. Disclaimer
|
|
WHILE I HAVE YOU HERE, AND AS I DID MENTION, VOLATILITY.
|
|
But his occasional volatility makes him even more fun to watch.
|
|
The exchange also has rights on the popular VIX volatility index.
|
|
Increasingly event-driven trading was adding to market volatility, he said.
|
|
Stock market volatility could get worse, a widely followed technician says.
|
|
Broad market gauges of risk, such as the CBOE Volatility Index .
|
|
Go deeper: 3 questions about the CBOE Volatility Index (VIX), answered
|
|
The government said the delay was due to global market volatility.
|
|
But Bodner said he remains cautious following the market's recent volatility.
|
|
Anthem had cited continued "volatility" in the individual health plan market.
|
|
"Volatility of cryptocurrencies has prevented their widespread adoption," Al-Naji said.
|
|
The CBOE Volatility index, Wall Street's "fear gauge", jumped 733 percent.
|
|
So far in 2018, volatility largely has ruled the stock market.
|
|
That's a potentially worrisome sign that the market volatility isn't over.
|
|
However, he does like one name to hedge against any volatility.
|
|
Each of these drops was accompanied by similar bouts of volatility.
|
|
He said that instead, market volatility has helped the trading arm.
|
|
You tend to get a lot of volatility around the peak.
|
|
I think it's actually brought short term volatility down, not up.
|
|
Some rise when volatility climbs, and others benefit when it falls.
|
|
So you have a big momentum trade betting against that volatility.
|
|
THERE ARE POSSIBLE OUTCOMES WITH MORE VOLATILITY IN THE SHORT TERM.
|
|
Volatility is a sign of uncertainty and often presages a decline.
|
|
However, when markets are weak, volatility levels are also usually high.
|
|
Annual volatility around this figure may result from working capital swings.
|
|
Wider spreads, Dick said, means less liquidity, which means higher volatility.
|
|
Another factor: Traders deleveraged when volatility hit the roof in February.
|
|
So far, 2019 is looking strong for stocks, notwithstanding occasional volatility.
|
|
CBOE MARKET VOLATILITY INDEX POSTS LOWEST CLOSING LEVEL SINCE JULY 24
|
|
With volatility back down, we'll see if rates start moving up.
|
|
This is a key reason behind the low stock market volatility.
|
|
The longer out you look, the less current volatility really matters.
|
|
VIX: The Cboe volatility index was up 5 percent at 24.12.
|
|
That volatility meant Next's sales outlook range was wider than usual.
|
|
Some say the lack of volatility is not cause for worry.
|
|
Buy AMD straddles — volatility is cheap yet impactful guidance is forthcoming.
|
|
That's when Italian political concerns caused volatility in the bond market.
|
|
Recent stock market volatility illustrates the flaws in Trump's latest logic.
|
|
The VIX volatility index climbs to the highest level since February.
|
|
Those worries also have led to increased volatility in the market.
|
|
Spikes in volatility have always been part of Wall Street's landscape.
|
|
Sterling volatility "is kind of a one-way street," he said.
|
|
Examples include cash, money market funds and other low-volatility investments.
|
|
The postelection rally has also been marked by very low volatility.
|
|
The VIX volatility index jumped to the highest level since February.
|
|
Vietnam is among Asia's best performing stock markets, though volatility persists.
|
|
Firms said excessive foreign exchange volatility was the top outlook risk.
|
|
Two things are likely to calm consumers' nerves about cryptocurrency volatility.
|
|
Trump's volatility will also likely cause consternation from time to time.
|
|
Boruchow attributes disappointing Q1 results to delayed tax refunds and volatility.
|
|
For equities, realized volatility ranks in the 1st percentile since 1950.
|
|
The Vix volatility gauge closed at its lowest since Jan. 26.
|
|
But the volatility of 2018 just might make that more apparent.
|
|
The VXX tracks futures contracts for the CBOE Volatility Index (.VIX).
|
|
"Volatility is going to be pretty high this week," Yawger said.
|
|
But he is warning investors to brace for more market volatility.
|
|
It can implode when volatility jumps and the stock market drops.
|
|
Instead, he suggested, the threat may come from historically low volatility.
|
|
Indeed, many strategists in the poll said the Cboe Volatility Index .
|
|
It also said it was concerned about the exchange rate's volatility.
|
|
The court's new volatility is likely to continue for some time.
|
|
Passive investing, by definition, is a low volatility style of investment.
|
|
Back to the question: Why are volume and volatility so low?
|
|
The company attributed its decision to the volatility in Bitcoin's price.
|
|
" Greenspan added: "That dynamic starts to break down as volatility increases.
|
|
However, Fitch expects management actions to reduce this volatility over time.
|
|
"Could volatility mean a little bit of a pullback?" he said.
|
|
But even without tariffs, analysts expect more volatility for the peso.
|
|
Economists said that could lead to volatility in the short term.
|
|
That's bad, but the volatility of the Bitcoin market is worse.
|
|
The post-election share rally has quieted the CBOE Volatility Index .
|
|
The moves have significantly reduced volatility in the markets, Ertem said.
|
|
It's a great way to hedge against the volatility of cryptocurrencies.
|
|
But obviously, there's a lot of volatility in the app world.
|
|
Flow products, including cash equities, remained less active with low volatility.
|
|
New York (CNN Business)Market volatility is tricky business for banks.
|
|
Instead of encouraging trading, this volatility appears to have spooked investors.
|
|
Shares had been halted numerous times throughout the week for volatility.
|
|
The CBOE Volatility Index slid mildly on Monday, closing at 10.37.
|
|
We're not market timers, but we will take advantage of volatility.
|
|
If it was sharper you'd have more volatility down the track.
|
|
"This is the analog of the search for volatility," he said.
|
|
The cryptocurrency's value has been constantly fluctuating as it battles volatility.
|
|
They have not, however, typically been the result of extended volatility.
|
|
Gold dropped 1.1% and like other assets was buffeted by volatility.
|
|
Gold fell 1%, and like other assets was buffeted by volatility.
|
|
Gold dropped 0.31%, and like other assets was buffeted by volatility.
|
|