Monday, October 17, 2011

Massive Volatility Collapse - Expect More

Massive Volatility Collapse - Expect More

Earlier this week, we identified some ST pain trades in the market.  In addition, we positioned for a market rally by looking at the following

1) Cash Levels
2) Inverted Vol Curve
3) Outflows making new highs

A risk on moment brought on a incredible market rally with a subsequent volatility collapse.

In just two weeks, Global Volatility Levels have collapsed,

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