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"Price" tag
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Thoughts on the Price Action

The market has not changed its mind. Following Brainard’s comments yesterday the market had downgraded the chances, which were already modest, of a Fed hike next week. The September Fed funds futures is unchanged on...

Do price limits and volatility get along together ?

In the last thirty years, volatility has been always of a major concern to the financial community. The main turning point that put the volatility importance forward is probably the crash of October  1987, commonly...