Sentences with phrase «volatility environment»

The low volatility environment of the past few years has been accompanied by strong asset flows to passive strategies.

That said, the switching strategy isn't bad, and seems to work well in high volatility environments.

If the insurance company can handle the lack of incremental income, investing in higher credit quality instruments in tight spread low implied volatility environments can mitigate the risks.

As I've discussed in previous blogs, tight spreads and benign credit conditions support a low volatility environment, as illustrated below.

Well, it'll be a higher volatility environment.

Correlation relates to the fact that a low volatility environment encourages investors to move into riskier assets to get decent returns on their investments.

Download Here Examining the Current Low Volatility Environment With all of the volatile political events happening domestically and internationally, the low market volatility over the past few years has -LSB-...]

Overseas investors trade with unknown, inaccurate and high FX conversion cost, discouraging growth in foreign investor participation, especially in recent high FX volatility environment.

Today's low - volatility environment coupled with a sustained economic expansion bode well for momentum, we believe, and we like the momentum factor, even if its performance could be prone to short - lived reversals.

I find that low volatility environments like we have now make this type of entry hard to trade because fills become a lot less frequent.

In low volatility environments there is not as much premium to be extracted from the markets, but in high volatility it is VERY NICE.

Correlation relates to the fact that a low volatility environment encourages investors to move into riskier assets to get decent returns on their investments.

With a 5.81 % DGR, this company offers investors consistency and I don't think that can be taken for granted in a higher volatility environment that we've seen so far this year.

One might be tempted to think that this kind of low volatility environment isn't favorable for active fixed income strategies of the kind that we outlined in March 2017; if volatility creates opportunity, one could ask whether there has even been enough of an opportunity set available.

That's because they've become used to a low - volatility environment — one that hasn't been conditioned to withstand sharp fluctuations.

In an interview with Business Insider, Schultz spoke about how to play the ongoing stock market rotation, how he sees Amazon affecting its competitors, the impact of the Fed's upcoming balance sheet unwinding and the near - record low volatility environment.

At this point, the only thing anyone knows for certain is that the low - volatility environment is over, and dynamic price swings look here to stay.

«With the futures market it's the easiest way to express a view on where you think rates are going to go, especially in a low volatility environment.»

On the other hand they seem to be smaller in high - volatility environments (possibly a side - effect of mean - reverting volatility).

Commodities are little changed in today's low volatility environment, with gold hovering around the $ 1275 level, while oil is trading near $ 47.50 per barrel after the decline of the past few sessions with the mixed US inventory and [production data causing some volatility.

In this blog, we analyze how the mechanics of a VIX futures index, a low volatility environment, and Read more -LSB-...]

This low - volatility environment can be encouraging for investors who are concerned with wild price swings in their investments.

As I've discussed in previous blogs, tight spreads and benign credit conditions support a low volatility environment, as illustrated below.

This low volatility environment, however, is nothing new.

However, the opposite does not always hold true in a low volatility environment, as stocks may either rise or fall.

Thus, calm, low - volatility environments are generally prime for carry trade opportunities.

When above this value, the market is in high volatility environment and when it is below it is in a low volatility environment.

In a low volatility environment the convergence is fast.

Its income strategy (selling index options, such as calls on the S&P 500, for income) wasn't enough to cover payouts in our low - volatility environment.

Looking ahead, traders are still waiting for the next big market catalyst to determine direction but it looks like the low volatility environment might be here to stay as the lower volumes in China are influencing activity.