MOVE Index - the new fear index for bonds
Script error: No such module "AfC submission catcheck".MOVE Index was developed by Merrill Lynch and the name means Merrill Lynch Option Volativity Estimate. It has been referred to as a possible superior indicator of market volativity than the better know VIX Index; sometimes called the Fear Index for the markets. Long term average for the index is about 70. The index hit 90 in the Trump Tantrum and was over 110 in the Taper Tantrum of 2013.
References[edit]
My reference is a paper called "The Move Index" from 11/16/16 and I first learned of the index from an article in the Economist Magazine
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