Category: Quant Insight

Risk is dropping among stocks and is still low among all other asset classes. September and October are traditionally weak for stocks but that hasn’t been the case this year. The decline in volatility may put the risk of any seasonal decline behind us.

Market volatility is an indicator of financial stress. Low or declining volatility environments may indicate favorable periods for equity investments, whereas rising volatility periods may favor sovereign debt and developed market currency exposure.

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