JPM's Head Quant is Back with a Stark Warning: Volatility is About to Surge; Here's Why

from Zero Hedge

While his recent warnings about a return to market turbulence may have fizzled as a result of another unprecedented recent round of central bank intervention, by both the BOE and BOJ, who expanded their asset purchase programs to corporate bonds and doubling ETF monetizations, respectively while scapegoating Brexit, the period of calm is ending, and moments ago JPM’s head quant Marko Kolanovic has released a new report, according to which the recent period of eerie, record calm across asset classes is about to end, warning that “we expect a significant increase in realized volatility, correlations and tail risk in September and October.

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