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Trump volatility

Chart Check (Getting “Kinky”)

"No Trump bump"...

You know, if investors thought there was any chance that Donald Trump might do something right off the bat to plunge the world into chaos, you’d think it would be reflected in the term structure of implied vol.

But alas, no kink.

kink

(Chart: Goldman)

Nope, no kink. Which is ironic when you think about it

 

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