CS Market Structure: More Volatility in Store for Year-End?

Credit Suisse's trading strategy market research team believes that "fear" in the markets is subsiding, and while volume shocks can appear at any time (as proved earlier in the year) historical data shows that for the month of October, volume generally isn’t that exceptional.

Indeed, barring October 2008 and October 2014, October volume has been relatively underwhelming compared to the year's average. Since 2004, October volume has been 8% above the year’s average. Excluding 2008 and 2014, the average is 5%. During 2009, 2010, and 2012 volume was actually less than the year's average.
Volatility . . .


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