From Deutsche Bank's Torsten Slok: "European vol minus US vol is currently at 2011-2012 levels, see chart below, from a relative value perspective it looks attractive to sell European vol and buy US vol."
<img src="https://static-ssl.businessinsider.com/image/54abefe4eab8eaa41fcf6c1f-596-449/screen%20shot%202015-01-06%20at%209.21.56%20am.png?maxX=824&amp;maxY=620" alt="Screen shot 2015 01 06 at 9.21.56 AM" height="620" border="0" width="824">DB</img>

stock market

BusinessInsider

European Volatility Minus US Volatility

From Deutsche Bank's Torsten Slok: "European vol minus US vol is currently at 2011-2012 levels, see chart below, from a relative value perspective it looks attractive to sell European vol and buy US vol." DB

From Deutsche Banks Torsten Slok European vol minus US vol is currently at 20112012 levels, see chart below, from a relative v

European Volatility Minus US Volatility

Sam Ro

READ MORE ARTICLES ON

Popular Right Now