Introducing the Volatility Tracker
We are publishing a new weekly research note, Volatility Tracker, which is intended to offer an overview of changes in realized and implied volatility in relevant markets: Volatility Tracker for March 28, 2009 Many of the charts included will be familiar to readers of this blog, and we plan to expand the scope beyond the S&P 500 in the coming weeks. We are sincerely interested in ideas you may have for new items to include in the report. Our opening comment is…


Saturday, March 28, 2009
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