‘Spectacular’ vol disconnect ‘ominous’ for risk assets

Historic divergence has caught the eye of Boaz Weinstein and others

disconnect 3

Amid the chaos of historic bond market moves in recent weeks, it was a market surge that did not happen that caught the attention of Boaz Weinstein, the high-profile trader famous for betting against JP Morgan’s ‘London Whale’ in 2012.

Some measures of rates volatility have reached all-time highs during the recent turmoil. Equity volatility has risen, too. But the move has been far less dramatic.

“It’s a tale of two cities,” says Weinstein, founder and chief investment officer of Saba Capital

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Register

Want to know what’s included in our free membership? Click here

This address will be used to create your account

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here