Was Last Week Unusual or Just Another Volatile Market?

A look shows that NASDAQ has more extreme days than the Global Equity Index (kurtosis). Mathematically that is shown by greater SD (1.2%) of the NASDAQ compared to the World Index (0.7%) Not only was NASDAQ more volatile this past week than Global Equities, it was more volatile than its own historical volatility range.

[pdf-embedder url=”https://investment-strategy.info/wp-content/uploads/2018/11/Market-Vol.pdf” title=”Market Vol”]

Posted by Steven Albrecht