2020 Has Seen More 3-Sigma Cross-Asset Moves Than 2008 – And It’s Only June

2020 Has Seen More 3-Sigma Cross-Asset Moves Than 2008 – And It’s Only June

It's no secret that 2020 has been a year defined by unprecedented developments in markets and previously unimaginable declines in economic activity across the globe. Simply put, the first half of this year will be enshrined in economics textbooks, and not just for the once-in-a-century collapse. It is highly likely that 2020 will be remembered as the year during which monetary and fiscal policy became permanently joined at the hip. For markets, the volatility witnessed in March was such that e
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2 thoughts on “2020 Has Seen More 3-Sigma Cross-Asset Moves Than 2008 – And It’s Only June

  1. This post made me reflect back fondly to the good old days of mid-2017, when a “spike” in the VIX to 13 on “North Korea jitters” would signal the green light to buy some XIV and wait for the Friday afternoon VIX melt back down to 9.

    Those were the days…

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