Goldman Sachs, Bank of America, Morgan Stanley: while Wall Street banks and their research teams tend to disagree on most aspects of market analysis and forecasting, one common theme they currently all agree on is that the VIX, currently trading around 20 vols, will slide over the near-term as it gradually mean-reverts with recent record low levels achieved in 2017, as a result of the historic 2017 collapse in cross-asset correlation.
SocGen: "This Changes Everything"
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