Europe-US Risk Diverges Most In 13 Years - How Best To Trade The Referendum | Zero Hedge: "European risk has never traded at such an extreme level relative to US risk... ever. But when looking for the best bang for your Greferendum-trading buck - are you better off buying higher vol in Europe or lower US vol? Or, as Goldman Sachs explains below, what are the highest payouts on bets for a rebound...
Europe is pricing significant event risk while the VIX @16 is only 1 pt above its 2015 avg - Europe's "VIX" trades at more than double that of US "VIX" - this has never happened before..."
'via Blog this'
No comments:
Post a Comment