Sober Look
Showing posts with label
XLF
.
Show all posts
Showing posts with label
XLF
.
Show all posts
Tuesday, December 13, 2011
The steepening vol curve and more risk decoupling
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Implied volatility continues to sell off, with VIX down 10% (of vol, not points) month to date. The sell-off is particularly strong for s...
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