• Capitalist Exploits
    09/20/2014 - 11:12
    There is no perfect system or place on our blue planet, so spare me your pious lectures about poverty in the 3rd world until, say, you've fixed your own f***ing Detroit!

Implied Correlation

Tyler Durden's picture

Implied Correlation Hits New Six Month High





The implied correlation reading between all asset classes has hit a 6 month high at 65.50, a jump which mimics the surge in the VIX. High implied correlation readings are indicative of crash risk expectations.

 
Tyler Durden's picture

Implied Correlation Breaking Out





Could it be that after several months, the "sophisticated" investors are betting on a high-correlated event? One thing to keep in mind as one follows the meanderings of the VIX.

 
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