Mirror, Mirror, Which Asset Class Is the Sleepiest of Them All?
- Realized volatility below long-term mean in nearly all assets
- JPMorgan strategists warn that term premia are ‘too low’
Traders Seek Protection Amid Low Market Volatility
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Equity volatility is starting to evoke comparisons to Snow White -- and for good reason. With implied price swings at the lowest levels in more than 20 years, traders are wondering if anything can awaken stocks from their slumber.
In this regard, equities are far from alone. Given how nearly every asset class is seeing subdued levels of realized volatility, it’s more like the princess and all her seven dwarfs are named Sleepy.