Volatility Archives | risksystem

Political Volatility

Statisticians and risk managers are pretty good at measuring things so long as they have underlying data. One of the things synonymous with financial markets is numbers – prices, positions, turnover, profits, volumes et cetera. Clever people can take this data and turn into all sorts of useful (and often not so useful) metrics […]

April 29, 2016, by administrator

Summer (apparently) 2016

Greetings – though its allegedly Summer outside its hard to tell with hailstones hammering down outside at the time of writing. Even by Irish standards the weather is mixed. Markets were “interesting” in the first quarter let’s say. If you went on a long vacation at Christmas and came back in early April you would […]

April 27, 2016, by administrator

October Market Views: Is Risk Rising?

Market Views Notwithstanding the various geo-political crises or semi-crises that flared in September, the markets managed to avoid any significant over-reaction. The wet-blanket of a trillion dollars plus of central bank cash, undoubtedly calms most nerves, but within these constraints the volatility markets are disctinctly less sanguine now than they were at the […]

October 7, 2014, by administrator

Market Update

We’ve noticed something peculiar about the German stock market. The graph below (from RiskSystem) shows the VDAX and 3mo rolling volatility of returns of the DAX index. Interestingly historical Dax vol is rising at the same time as the options markets is saying it is falling. This divergence is odd and one of them will […]

May 20, 2014, by administrator

Tag: Volatility

Political Volatility

Summer (apparently) 2016

October Market Views: Is Risk Rising?

Market Update

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