Uddrag fra Goldmn sachs, Equity Clock og Bank of America
Watch single stock volatility
Goldman’s options guru, Marshall, points out the gap between single and index volatility. He writes: “We believe single stock volatility is a better gauge of underlying fundamental risk in the market and believe portfolio managers are right to be concerned about an increase in single stock volatility”.
Source: GS
Volatility seasonality
VIX has strong seasonality from here.
Source: Equity Clock
Well bid VIX into elections
Nothing new really…but worth a reminder.
