Don’t count on vol regime change – BlackRock quant

Rob Mannix
@RobMannix
08 Mar 2018

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Despite recent turbulence in markets, investors should not assume volatility will be higher going forward, according to one of BlackRock’s top quants, Edward Fishwick.

The firm’s co-head of risk and quantitative analysis, Fishwick said the market will see more episodes of turmoil – like that seen in the first week of February – but he also warned investors not to see volatility as driven by internal market forces or to conclude it is likely to settle at higher levels than in recent years.

“Thi

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