Seeyond Volatility Insights – Spot up, Vol up
Simon Aninat, Volatility expert at Seeyond, explains what a “Spot Up, Vol Up” environment means for the market.
- In general, market volatility tends to rise when equity markets sell off and conversely, tends to decrease when equity markets rise.
- “Spot Up, Vol Up” is a specific market configuration in which volatility spikes at the same time as equity markets.
- These environments usually are a sign of overheating equity markets but can also underline a disruption or change of regime in markets.
Seeyond is an affiliate of Natixis Investment Managers.
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