Regular readers know I like to keep my macro commentary on the site short and sweet. That’s because it’s all one big mess and nearly impossible to synthesize into a cogent investment thesis. If the best and brightest central bankers, economists, …
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Implied volatility is getting sold in all asset classes now. Last week, FX vol had ticked up a bit, but that has moved back lower in the last week and joined its equity brethren in …
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In my inaugural Vol Around the World post last week, I wrote that, aside from USD / JPY, all other assets on the list basically had implied volatility near 1 year lows. Implied volatility has …
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