Deutsche Bank: Vol Be Crazy

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Mark Melin
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In the face of “collapsing” market volatility, Deutsche Bank currency strategists Oliver Harvey and Shuaib Chowdhary see something different. In a May 9 report titled “Vol be crazy,” one day after volatility in both the US and Europe hit historic lows, markets could be approaching a vol “turning point.” Deutsche Bank: A vol turning point is close In a digital-centric world, markets are more interconnected than ever. Information, such as a policy shift in US interest rate hikes, can be known literally around the world in the blink of an eye, putting on display market correlations between stocks, bonds, currencies…

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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.