Volatility

While equity market volatility often grabs headlines, the quiet movements in rates volatility can pose a significant, yet overlooked, threat to portfolios, driving deleveraging and challenging...

When equity volatility spikes, it significantly impacts bond market microstructure, influencing liquidity, hedging behaviors, and execution conditions, even before direct recessionary concerns emerge.

Tether Gold (XAUT) is currently navigating macro cross-currents, with its price reacting to broad market sentiment and rates volatility. Investors are watching key price levels and on-chain...

Today's bond market sees a compression of risk premium with the long end leading, signaling a term premium unwind rather than a drastic repricing of the policy path. Traders should differentiate...

Despite recent market stabilization, a deep dive into volatility logs reveals that hedging demand remains sticky, driven by macro catalysts, AI funding shifts, and geopolitical concerns. Learn why...

Amidst persistent fiscal slippage warnings and a tug-of-war between inflation risks and central bank policies, bond markets are exhibiting a precarious balance. Today's focus is on understanding...

Despite apparent market calm, hedging demand remains sticky as implied volatility reveals underlying concerns, particularly around AI funding, geopolitical risks, and central bank policies.

Analyzing the divergence between equity calm and bond market stress as the MOVE index signals structural regime risks.

A deep dive into cross-asset volatility regimes, exploring why hedging demand remains sticky despite stabilizing spot prices in EUR/USD and equity markets.

A deceptive calm in the bond market as VIX drops 7%, shifting hedging behavior and duration demand in the US Treasury belly.

Cross-asset volatility remains firm as institutional hedging demand transitions from growth-led to policy-led regimes amid geopolitical risk.

Institutional hedging demand rises as markets transition from a growth-led to a policy-led regime amid ECB meetings and geopolitical tension.

Learn how to spot market regime shifts and adapt your trading strategy when volatility becomes a permanent market condition rather than a temporary surprise.

A deep dive into the US Dollar's conflicting roles as a global refuge and a domestic policy transmitter in the current high-volatility regime.

As we move into February 2026, the market obsession with interest rate levels is shifting toward a more dangerous metric: high variance and its impact on cross-asset correlations.

While market volatility appears compressed, historical patterns suggest low-volatility regimes often mask growing systemic risks for bond traders.

Analyze how geopolitics and policy are fusing into a single tradeable factor, redefining market risk premiums and hedging strategies.

Analyzing how political trade disclosures impact market risk premiums, regulatory volatility, and the growing intersection of policy and price action.

Explaining the mechanics of crypto price volatility: how high leverage and thin liquidity transform headlines into violent liquidation cascades.

As trade policy becomes a tactical geopolitical tool, investors are forced to reprice European risk premiums and navigate a new era of persistent market uncertainty.