Correlations going down. Return of the stockpickers market? Lets hope so, I happen to be a big fan of analysts and analysis.
This is my effort to help fit the pieces together to get a better picture of the capital markets.
“It ain’t what you don’t know that gets you into trouble. It’s what you know for sure that just ain’t so.”
Tuesday, November 23, 2010
S&P500 Implied Correlations
Quick snapshot of S&P500 implied correlation data (from CBOE):
Correlations going down. Return of the stockpickers market? Lets hope so, I happen to be a big fan of analysts and analysis.
Correlations going down. Return of the stockpickers market? Lets hope so, I happen to be a big fan of analysts and analysis.
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