Have Stocks Reached A ‘Permanently Low Plateau’ In Volatility?

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zerohedge.com / by Salil Mehta via Statistical Ideas blog / Feb 8, 2017 8:53 AM

Apprehensively anticipating a 1% drop

We were in this concerned position before, during the Obama Administration, but how quickly we forgot.  As we then continued to carve out all-time highs in 2015, we often saw no more than a couple weeks go by before the market fell back at least 1% in a given day and allowed the markets to consolidate.  In fact we have popularly penned an article at other times of this quantitatively-enhanced market recovery, how waiting for declines can make one grow disillusioned.  To those who were hoping for something different, it is frustrating to see such low volatility, such as when market volatility hit a near-decade low, 7 days ago.  And yet again those short the market (e.g., liberal hedge fund managers) have been downhearted not seeing a 1% drop or worse, in now 81 days and counting!  Or since before this spectacular U.S. Presidential election.  We study the market history today to better communicate why volatility is so low, and provide clues as to when it will (and of course it eventually will) turn

Read more ... source: The Bitcoin Channel

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