Ultra-low Volatility

Wednesday, February 22nd, 2017 Categories: Commodities, Global Equities, Government Bonds, Real Estate, Volatility

But maybe not for much longer

Our global volatility index has just hit a two-year low, but US equities are no longer leading this and are now in a counter-trend, whose strength is disguised by a breakdown in sector correlations. The period of ultra-low volatility is not over yet, but it may not last much longer.

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