JPM’s Head Quant Is Back With A Stark Warning: Volatility Is About To Surge; Here’s Why

by Tyler Durden
ZeroHedge.com
Sep 7, 2016

“Over the past 2 months the S&P 500 has been trading in a dead zone. Now this is all about to change as a number of important catalysts materialize this month, seasonals push market volatility higher, and leverage in systematic strategies and option positioning provide fuel for volatility. We expect a significant increase in realized volatility, correlations and tail risk in September and October.”

The Rest…HERE

This entry was posted on Wednesday, September 7th, 2016 at 12:29 pm and is filed under Conspiracy, Corruption, Economics, Government Evil, New World Order. You can follow any responses to this entry through the RSS 2.0 feed.