US vol experts hint at calm before storm in markets

Many buy-siders believe today’s relative tranquility in equities masks underlying fragility


The mostly tranquil mood in US equities markets over recent months may conceal a persistent fragility, volatility experts at several investment managers have warned.

Buy-siders speaking to point to several factors that they believe illustrate nervousness among investors.

Volatility of volatility, a common metric of market instability, remains low. However, an arguably more revealing measure that benchmarks vol-of-vol against overall market gyrations has been rising. Pricing has also

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