A new explanation for why stock market volatility is so low
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I’ve got to say that the oil market seems very impressed with the impending meeting of oil producers–scheduled for March 20–that will, if everything goes right, produce promises from Russia, Saudi Arabia and other countries to freeze production at current record levels. A freeze would do nothing to reduce the current oversupply stored in tank farms and anchored tankers around the world.
What’s correlated now? And for how long? (More thoughts from my book on volatility Juggling with Knives)
I argue in Juggling with Knives is that a period of high volatility changes how the market behaves. For example, we can expect correlations among asset classes to come together and then fall apart with increasing rapidity