Not Only The Vix, (Lack of) Bond Volatility Could Lead To A Shock: HSBC

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Mark Melin
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Low bond volatility is sending a message, Lawrence Dyer observes with a degree of wariness. In a May 30 HSBC US Rates research note, Dyer draws a correlation to causation between volatility and interest rate moves that has been drawn in other markets. He says the strange quiet in bond markets will result in a dramatic move. But it’s not the stock market to which he refers. His technical outlook on the world of rate hikes comes as mostly fundamentally-driven Fed watchers attempt to handicap the central bank’s rate hike schedule and the related balance sheet impact that could be…

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Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.