MKM: A New Volatility Trading Range Ahead – ValueWalk Premium
Volatility trading range

MKM: A New Volatility Trading Range Ahead

Institutional research service MKM Partners thinks a new volatility trading range is ahead.

When the VIX index was downstream flirting with the 12 handle in April, certain tacticians looked at mean reversion and anticipated trading bands and wondered when volatility regimes might change again. If the VIX couldn’t nestle down and hold in the 12 region after a violent January and February sell-off, the price rebound in the S&P 500 – the “Dimon bottom” – might be a fake and that bottom might get spanked again, was speculation among strategists at the time. Now with the VIX showing . . .

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