Greeks.live: cryptocurrency historical volatility RV continues to fall, and options market expectations for future volatility dwindle
Adam, a macro researcher at Greeks.live, said in a post on the X platform, “This week's macro events and data didn't bring too many ripples, as cryptocurrency's historical volatility RV continued to go down, and the options market's expectations for future volatility also gradually decreased. The most notable macro event this month is the upcoming Jackson Hole Central Bank Annual Meeting, with news related to the Fed's interest rate cuts of particular interest, and options data looks to be more consistent with the market's expectations.
Today I heard an anecdote, why choose to hold the meeting in Jackson Hole? The first time the meeting was held, then Federal Reserve Chairman Paul Volcker was a fan of the sport of fly fishing, and Jackson Hole was the best place for fly fishing at the time. So the Federal Reserve Bank of Kansas City proposed holding its annual meeting in Jackson Hole, and the tradition has continued to this day.”
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