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QOTW (Nov 8th 2016): What were the volume and volatility conditions around the last election?

What were the volume and volatility conditions around the last election?

 

Chart 1: US Dollar Volumes in Q4 2012 with the Election

 

Chart 2:  Annualized Volatility for S&P 500 Stocks in Q4 2012

  • Happy Election Day!  We took a look at market conditions surrounding the 2012 election. 
  • In 2012, we saw slightly elevated volumes for the S&P 500 on November 7th, the day after the US election, but volumes were within the quarterly range. We saw a similar pattern across the globe.  Annualized volatility numbers began to rise from quarterly lows in the days following the 2012 presidential election.
  • We suspect 2016 will likely be quite different (especially if we see a surprise outcome); for real time updates on volume and volatility conditions on the days surrounding the election, take a look at ITG’s Smart Market Indicators.

 

Refer to ITG Smart Cost Estimator Analytics for information available on ITG Smart Indicators.

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