June Was A Wild Month For Volatility StrategiesMark Melin
Looking at its panoply of systematic volatility strategies in June, Barclays US Equity Derivatives Strategy research team notes winners and losers in what was an odd month for systematic price action. Going forward they make five volatility strategy recommendations but don't clearly identify their forward looking market environment thesis. That said, the recommendations point to an expectation for potential volatility in the EU relative to the US and somewhat contained near term price movement.
Volatility and correlations were odd in June
June was an odd month for several reasons. In the wake of the largely unexpected Brexit vote, the . . .
This content is exclusively for paying members. Access all of our content on including years of timeless investment news and in depth analysis for only a few dollars a month by signing up here while also supporting quality content and journalism, or learn more about our premium content here
If you are subscribed and having an account error please clear cache and then cookies if that does not work email firstname.lastname@example.org and we will get back to you as quick as humanly possible