This week we look at the following charts and themes:
An alternative measure of volatility – the rolling 12-month count of moves exceeding 1% is on the rise
Global equity implied volatility – we have seen a cyclical bottom in volatility, welcome to higher volatility
Credit risk vs equity risk pricing – it also looks like we have seen a cycle low in credit spreads
The business cycle and volatility regimes – basically we are witnessing a volatility regime shift
China’s bear market vs policy and politics – where to find upside catalysts for China A-shares
Video Length: 00:09:45