Just a quick follow up on a blog I did 2 months ago when the volatility just started to kick in. Same here with an update of my U.S. Stock Universe and how the Average True Range (ATR) behaved recently. ATRs – 13/09/2018 / VIX = 12.37: ATRs – 26/10/2018 / VIX = 18.90: ATRs […]
Archives for December 2018
L’Arroseur Arrosé?
Italy has been recently under the radar for its 2019 budget. Since May 2018, Italian sovereign debt is experiencing selling pressure with the BTP (Italy) – Bund (Germany) spread up 160 basis points and trading now around 300 bps. What about France after the recent social events and Macron’ latest announcements? In 2012, the European […]