BofA Stunned By Record VIX Roundtrip; Fears “Fragile Market”

by Tyler Durden
ZeroHedge.com
Sep 29, 2016

In recent months, BofA notes that the speed of mean reversion in the VIX has been particularly striking by historical standards. Since the end of QE3, VIX spikes have had very little persistence, generating low cumulative volatility relative to the previous 25 years, underscoring BofA’s thesis of a fragile market that features rapid jumps from states of calm to states of stress and back.

The Rest…HERE

This entry was posted on Thursday, September 29th, 2016 at 4:27 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.