Thursday, October 1, 2009

Mixing Volatility Regimes



I had an interesting conversation through the blog on Mean reversion of Volatility with SohamDas

  1. While searching DailySpec on the same topic a good post here
  2. Bernanke on why crashes happen in October
  3. A dash of insight on the same topic

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Market Structure differences 2010 Vs 2020

Some of the changes I have observed in Market structure in 2020 compared to around 2010 Huge increase in trading Volumes Predominant ...