The Day The Vix Doubled: Tales of ‘Volmageddon’

Volatilités historiques du CAC, du DJ Euro Stoxx 50, etc...

The Day The Vix Doubled: Tales of ‘Volmageddon’

Messagepar Maw » 12 Fév 2019, 09:05

Un article de Bloomberg sur le "jour où le VIX a doublé".

On Feb. 5, 2018, traders stood transfixed as the Cboe Volatility Index – a measure of expected volatility in the S&P 500 Index that is sometimes called Wall Street’s “fear gauge” – jumped by a record 20 points to a level that hadn’t been seen in years.

The Volatility Index’s sudden spike brought an end to one of the calmest chapters in U.S. equities – a years-long stretch in which equity turbulence was stuck at about half its historical average. And the episode, which would eventually be dubbed ‘Volmageddon,’ came with a messy side-effect: the collapse of one of the most pervasive and popular trades in financial market history.

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