13 October 2015 - An abrupt return to a low-volatility environment - will it last?

An abrupt return to a low-volatility environment – will it last?

 

As of market close October 5th 2015, the Huygens Market Stress Indicator switched back to Offense, meaning our measures of equity market stress have returned to normal levels and a new lower-volatility market regime has begun.  The August / September high-volatility regime was significant and characterized by...

 

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