Marko Kolanovic

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Last quote by Marko Kolanovic

The fact that we had many volatility cycles since 1983, and are now at all-time lows in volatility, indicates that we may be very close to the turning point. Global central banks are likely to commence reducing their balance sheet accommodation (level for Fed, and inflows for ECB/BOJ) in the near future.feedback
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Jul 27 2017
This page is completely dedicated to what Marko Kolanovic has to say. All of Marko Kolanovic’s quotes are organized here by date and topic. The most recent quote attributed to Marko Kolanovic came from an article called A JPMorgan quant may have dropped the whole market with report comparing today's risks to 1987: “It is safe to say that volatility has reached all-time lows, and this should give pause to equity managers. Low volatility would not be a problem if not for strategies that increase leverage when volatility declines. Many of these strategies (option hedging, Volatility targeting, CTAs, Risk Parity, etc.) share similar features with the dynamic 'portfolio insurance' of 1987.”.
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Marko Kolanovic quotes

Nov 12 2016

This would be reflationary in nature.feedback

Sep 10 2016

If you look at the S&P price action over the past two months, it's been in an extremely tight range. Actually, it's one of the longest periods of the market really not moving at all.feedback

Sep 10 2016

We expect definitely an increase in volatility in September–more likely than not a sell-off as well. It would be triggered by high volatility, deleveraging from various systematic strategies and some of these options effects that are going in reverse.feedback

Sep 10 2016

Once the election is out of the way, it could provide some certainty and some boost to the market.feedback

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