The first sustained bout of equity volatility in more than two years is raising investors’ hopes of a better trading environment – even though thin liquidity made some early dislocations all but untradeable.
A month after its February 5 spike, the Vix index of S&P 500 volatility continues to bounce around in the high teens and low 20s. It had been trading below 10 points in early January.
“We see this as a longer-term shift in regime for volatility and correlation,” says a portfolio manager at
The week on Risk.net, March 10-16 2018Receive this by email