True Economics is about original economic ideas and analysis concerning everyday events, news, policy views and their impact on the markets and you.
Enjoy and engage!
Wednesday, April 25, 2018
25/4/18: 90 years of Volatility: VIX & S&P
A great chart from Goldman Sachs via @Schuldensuehner showing extreme events in markets volatility using overlay of VIX and realised volatility from 1928 on through March 2018:
For all risk / implied risk metrics wonks, this is cool.
No comments:
Post a Comment