Gavekal Capital: GaveKal Capital FX Volatility Index at a 14 Year Low

Thursday, July 3, 2014

GaveKal Capital FX Volatility Index at a 14 Year Low

We wrote yesterday about the collapse in JPY/USD volatility so we thought we'd quickly highlight other crosses are experiencing a dearth of volatility as well. According to our proprietary volatility index, which measures volatility across all the major currency pairs, FX vol is at a 14-year low and is very close to the lows seen in 1996.

About Gavekal Capital

Gavekal Capital is a US registered investment advisory firm that manages the Gavekal Knowledge Leaders Strategy. Knowledge Leaders are a group of the world’s leading innovators with deep reservoirs of intangible capital. These companies often possess competitive advantages such as strong brand, proprietary knowledge or a unique distribution mechanism. Knowledge Leaders are largely service-based and advanced manufacturing businesses, often operating globally. Gavekal Capital seeks to identify the world’s leading knowledge companies through a proprietary process that analyzes corporate knowledge investments.
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