The Hidden Indicator of Fear to Stress Level

Vanguard attempted to rebalance a series of funds selling US equities and buying international bonds on August 24, 2015. Similar dynamics can actually point to the behavior around the flash crash in May 2010. You cannot simultaneously have inelastic markets and have risk neutral arbitrage pricing. It doesn't exist. Options are mispriced because the models in which they operate this idea of drift,. This is creating a real test of the system. Can it absorb the base layer asset? Forget everything else that comes around it. We're just letting the camera roll so I wouldn't wish for you to miss out!