Join institutional investors, analysts and strategists from the world's largest banks: Subscribe today
Already have an account? log in
Chart Check (“Not Again Please”)
Earlier today, I brought you the following chart from Deutsche Bank which highlights the discrepancy between rates vol and equity vol:
(Deutsche Bank)
I noted that this just builds on the thesis that stocks have become completely disconnected from rates and FX in terms of vol. That's a dangerous thing because it only corrects in one of two ways: 1) rates and FX vol subside, or 2) equity vol rises. When if equity vol rises, your stocks will likely get hit.
Well in case you didn't believe De
