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Volatility | May 4, 2017

Posted on May 4, 2017

Our Observations: Volatility continues to be somewhat muted across all asset classes. The sell-off in stocks over the past few weeks failed to generate high-levels of volatility, which is often a good indicator of extreme investor sentiment. We believe, this could mean that a deeper correction is still pending or that the rebound will be […]

Volatility | April 20, 2017

Posted on April 20, 2017

Our Observations: Nearly every market is experiencing short-term volatility (as measured by 22 days) below long term levels, but some volatilities are creeping slightly higher. We think these volatility levels may indicate an end to the sell-off. If short-term volatility levels were to exceed long term, this would likely indicate that sellers have become overly […]