• About

worldvolatility

Monthly Archives: December 2017

Worldvolatility at 4,59% in USD terms

12 Tuesday Dec 2017

Posted by Daniel in Uncategorized

≈ Leave a comment

The Worldvolatility have taken a sharp step down with equityvolatility hitting historical lows. The volatility of the treasuries are approaching really low levels but still have some way to go to historical lows sat at July 14th 1978. Back then the extreme calm of the treasuries were followed by extreme monetary events in the following years with the Worldvolatility spiking at 17,53% in October 15th 1982. In the close-up below (bottom graph) we can see that if the Worldvolatility is moving any lower now it is likely to approach the historical lows around 4% for the 9th time since 1974.

Advertisement

Subscribe

  • Entries (RSS)
  • Comments (RSS)

Archives

  • February 2022
  • December 2020
  • March 2020
  • October 2019
  • January 2019
  • August 2018
  • June 2018
  • February 2018
  • January 2018
  • December 2017
  • October 2017
  • May 2017
  • February 2017
  • August 2016
  • March 2016
  • November 2015
  • October 2015
  • August 2015
  • January 2015
  • October 2014

Categories

  • orientation
  • relative volatility
  • Uncategorized
  • VIX
  • Worldvolatility

Meta

  • Register
  • Log in

Create a free website or blog at WordPress.com.

Privacy & Cookies: This site uses cookies. By continuing to use this website, you agree to their use.
To find out more, including how to control cookies, see here: Cookie Policy
  • Follow Following
    • worldvolatility
    • Already have a WordPress.com account? Log in now.
    • worldvolatility
    • Customize
    • Follow Following
    • Sign up
    • Log in
    • Report this content
    • View site in Reader
    • Manage subscriptions
    • Collapse this bar
 

Loading Comments...