Sentences with phrase «expected volatility»

In general, when trading options you trade the direction and future expected volatility of an underlying while futures are directional trades only.

Looking at the futures curve for the index, investors expect volatility to rise back to around 20 by the fall.

Since the Asian markets drive nearly two - thirds of the trades in cryptocurrencies, we don't expect this volatility to end anytime soon.

Furthermore, investment risk tolerance may change in retirement, leading to a desire to decrease expected volatility from the portfolio to make room for stable income generation.

Notes: The chart shows expected volatility based on current index weights and a constant - weighted 201 months of history.

In other words, with realized and expected volatility unusually low, high yield appears attractive on a risk / return basis.

But in the long run, this reduces expected volatility and thus risk.

Managing risk exposure in response to higher expected volatility.

These examples illustrate that one can easily expect volatility and large corrections that make it feel like the Bitcoin price is crashing.

Although the immediate shocks will ease, some analysts expect volatility — or a lot of ups and downs — for the rest of this year, maybe longer.

Looking at the futures curve for the index, investors expect volatility to rise back to around 20 by the fall.

If markets pick back up venture funding will return as it was before the 3 - day, 10 % correction but if the VIX goes up (a measure of expected volatility in the stock market) then expect rounds to take longer.

That said, we do see U.S. stocks climbing higher, although the gains should continue to be muted and expect volatility going forward.

We also expect some volatility with QE coming to an end,» he said.

A lot of the usual rituals of a traditional IPO will be missing this time, and traders expect volatility

«I don't know what the return of bonds will be, and I am not suggesting it will be as good as the past 17 years, but I do expect the volatility of bonds relative to stocks to stay the same,» Mr. Roth said.

It isn't just equities: Bank of America Merrill Lynch has a Move Index that looks at expected volatility in the U.S. Treasury market.

Evans expects volatility from the election, and he sees it as an opportunity for disciplined investors to buy assets on the cheap.

A measure of expected volatility known as the CBOE VIX spiked to six - week highs on Monday.

So, in the example above, the monthly expected volatility would be 2.887 % — a very low number.

And expect volatility ahead.

The managers use quantitative models to «construct a global equity portfolio that seeks to achieve the lowest amount of expected volatility subject to a set of reasonable constraints designed to foster portfolio diversification and liquidity.»

The Wall Street Journal said investors who expect volatility to continue rising are buying short - term volatility ETFs, noting the ProShares Ultra VIX Short - Term Futures ETF (UVXY) «had the most assets since its 2010 inception» last Monday.

Therefore, day traders should expect volatility when the CPI is due to be released.

As a result, BMO chief investment officer Paul Taylor expects volatility will continue for at least another year or two.

We continue to expect volatility out of the Midwest moving into the deeper winter months.

For example, corporate bond spreads, as well as indicators of expected volatility in some asset markets, have fallen to low levels, suggesting that some investors may underappreciate the potential for losses and volatility going forward.

Whatever happens, don't expect the volatility to end soon, says Greenberger.

That said, we do see U.S. stocks climbing higher, although the gains should continue to be muted and expect volatility going forward.

Pretty much all the time, although some people attempt to time the market and optimize their call writing by comparing the option's expected volatility with its actual (or historic) volatility, and then only writing options when expected vol is higher than historic vol.

We expect the volatility to continue throughout 2018 but fundamentally believe that bitcoin is still in a bull market,» said Christopher Keshian, co-founder of $ APEX Token Fund.

Therefore, retail investors should expect volatility and significant price swings as markets develop.

Minh Trang, senior FX trader at Silicon Valley Bank, said he expects volatility to continue if trade tensions between China and the U.S. escalate.

For the near term anyway, expect volatility, not consensus.

Levkovich said the market could pull back but he sees that as temporary and added the expected volatility this summer should bring buying opportunities.

«We should expect some volatility, but we're not forecasting that it blows up,» he says.

The market volatility index, otherwise known as the VIX and even better known as the fear gauge — a measure of the expected volatility of U.S. stocks — has surged to the highest level in more than two years.

Expected volatilities are based on a review of a peer group of publicly traded apparel retailers.

The currency would then be fairly priced, the expected volatility very low and unbiased, and investors would require nothing more than the risk - free cost of capital (assuming, of course, that expected inflation is positive).

Overall, we expect volatility to be ongoing throughout 2016, making it potentially a more difficult environment for investors.

With a more selective view, there may be potential investment opportunities in India, Indonesia and China, and expect volatility to create potentially attractive entry points.

«The market has been one - directional since the election, and if we expect volatility in the next few months, regular investing is a great way to benefit from it.»

The chart below depicts realized stock market volatility and the VIX measure of expected volatility as implied by options.

After three years of expecting volatility, investors are going home.

He argued that the surge in populism that had dominated the political and economic landscape in 2016 would continue to exert its «erratic influence» in 2017, and he expected volatility to rise generally.

It combines data including prices, contract duration, expected volatility, dividend and interest rates.

As tighter spreads indicate more confidence, one would expect volatility to fall, albeit not quite to these levels.