2016-08-02zerohedge.com

``Lets look at the recent collapse in US equity realized volatility (realized volatility over ~3 weeks of only 4.5%). Over the past 14 trading days, the market did not move more than ~50bps on any given day, and on 8 days it moved ~10bps only... Naively assuming a normal distribution of returns, one would expect this scenario to happen once every ~10,000 years....''



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