Showing posts with label volatility. Show all posts
Showing posts with label volatility. Show all posts

Tuesday, March 13, 2012

US money flow and volatility 12.3.2012

During last 10 days, there has been only 1 day with money inflow. Money outflow has been steadily continuing, but still the prices haven't decreased.


Term structure of volatility steepened to the levels we haven't seen for many years. I don't know if this whole rally is about short covering, but at the moment short term traders seem to be very very optimistic compared to their longer term colleagues.