In a world where US political risk appears rising and nuclear threats with North Korea comes amid persistent tensions in the Middle East and with Russia, worldwide market volatility appears to have blinders on. A Bank of America Merrill Lynch report out Wednesday, noting a “fearless VIX” dropping to 90-year lows, stands with mouth agape as it explains the market action. While low volatility could persist throughout the summer, the falling asleep of market volatility is not a “new normal,” the report predicted as Global volatility spreads home. Global volatility – CBOE VIX index reaches “historic floor” The…
US Equity volatility Is Near 90 Year Lows
Mark Melin
Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.