‘We Miss Volatility’ – ‘This Is A Strange World’

Equity vol is not an island. That's from Goldman, who reminds you that if all you're paying attention to is the VIX, then you should look around, because volatility is suppressed across the board. Hopefully, you already know that, but on the off chance you don't, have a look at this: This is a good time to roll this chart back out: Oh, nothing. Just a HY trading range that's ~400bps narrower than last year. "Despite the attention on this year’s low VIX, equity vol operates in the conte

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4 thoughts on “‘We Miss Volatility’ – ‘This Is A Strange World’”

H, Can you recommend any knowledgeable research and stats on the advent and continuing impacts of high frequency trading algorithms, on equity market volatility?

H. Something odd. I’m right now looking at the pairing between uvxy and svxy vs VIX.
VIX up 13.8% UVXY up 14.9% but SVXY only down 7.45%… shouldn’t uvxy and svxy be trading almost as mirror images? Does this say anything strange about underlying forces??
Thanks D