Placid Risk Metrics
- Posted by DynamicHedge
- on June 10th, 2012
A couple charts to ponder. I know that sovereign yield spreads may be “blowing out,” but if we are in fact on the precipice of global collapse then why are these risk spreads barely budging? This is not to say that all is well because these risk metrics are not elevated. Either the equity and bond markets are overreacting to the potential fallout in Europe or these charts have yet to show their hand. What do you all make of this?
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DynamicHedge is an equities, futures and derivatives trader based on the West Coast. He runs a long/short opportunistic relative-value strategy within a proprietary trading group. More
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