Does This Feel Like Mid-2007?
Posted on December 11, 2012 at 20:53 PM EST
We track volatility across asset classes and throughout this year, especially the second half, have been amazed and the consistent volatility compression across assets. Here is our Average VIX where we take a simple average of several different volatility indices. Right now we are sitting at levels last seen in mid-2007 and we are struck [...]
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