Global Equity Derivatives Strategy_2025 Volatility Outlook_ Uncertainty reigns
Dezan Shira & Associates·2025-01-12 05:33
本文档仅供上海信鱼私募基金管理有限公司18860455898研究使用，请勿外传 ab 7 January 2025 Global Research Global Equity Derivatives Strategy 2025 Volatility Outlook: Uncertainty reigns A new ballgame for volatility – see Macro volatility backdrop We have consolidated our multitude of new models for directional relative value and macro/market/stock-specific volatility forecasting. These are well-tested and in some cases use innovative approaches to model probability distributions that we compare to the option-implied (market) distribution ...