Breaking News

Tag Archives: risk reversal

Stock Returns and Politics = Not Normal; VIX The Tail Wagging The Dog?; Euro Pressured as Volatility Rises Newsletter,Options

Lead Stories Stock Returns, Like Politics, Are Not Normal; There are two primary reasons for the protracted decline in both implied and realized volatility. Dean Curnutt – Bloomberg Perhaps no consensus opinion has proven more incorrect than the notion that a Donald Trump presidency would lead to more market volatility. So range-bound has been the S&P 500 Index in 2017 that fully 60 percent of the days have produced a daily upside or downside return of less than 0.25 percentage point. / ****SD: From WSJ – Investors Grapple With Signs of Unrest and from NY Times – The Stock Market…