Falling volatility makes buying options compelling, says Deutsche Bank strategist

volatilities reach for the floor

Volatility has fallen dramatically from its peak last year, according to Deutsche Bank’s 2012 global equity volatilities outlook.

“Volatility has started to rise slightly, suggesting it has reached something of a floor,” says Simon Carter, lead strategist at Deutsche Bank in London. “We appear to have moved rapidly from a high-volatility bear market to a low-volatility bull market. Investors should use lower volatility levels to buy protection on selected sectors.”

According to the report, three

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