OPEN UP THE RECORD BOOKS
The U.S. equity market continues to trade, despite the implied volatility at a staggering 80% for the entire basket of U.S. Stocks, a new record.
Wow. When Martin Wolf said an emerging markets crisis in the developed market, it was a clever turn of phrase; but this is a little too "real"...
(The implied volatility is also known as the price of risk or the cost of insurance against price moves).
Thursday, October 16, 2008
US Equity Markets - Astound
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