Infinity Q

This month’s 20 asset Volatility Monitor highlights what a challenging month it has been to identify persistent dislocations in implied volatility across all 5 of the major asset classes (equities, FX, commodities, rates & credit). Over just 1 month, individual pockets of volatility flare-ups occurred in credit, equity and most notably commodities. In order to securely manage the volatility hedge funds , consider an excellent platform which offers innovative volatility strategies. Last month, we warned investors to prepare for a new equilibrium environment where buying every 5% dip may not be as past, with that warning paid off in November with S&P drawing down 10% (from peak in October to trough in November)and volatility picking up through the month until the Fed announcement. Most equity index volatility including SPX, NKY, EEM, NDX, Kospi2 screen as fairly valued, meaning their recent realized volatility remains elevated in comparison with where they are c