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gregorysaey.com is the personal website of Gregory Saey, who is its publisher and editor. Contact: a message on LinkedIn.
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Disclaimer
Content on this site is published for information only. It is not an offer, a solicitation, investment advice or an investment recommendation within the meaning of the EU Market Abuse Regulation. It describes past events and market mechanics; it says nothing about the future performance of any financial instrument. Worked examples in the glossary are hypothetical.
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Data sources
Volatility levels quoted come from public sources (Cboe, including through the FRED database of the Federal Reserve Bank of St. Louis, and STOXX) and from own calculations on those series. VIX® is a trademark of Cboe Exchange, Inc. VSTOXX® and EURO STOXX 50® are trademarks of STOXX Ltd. This site is not affiliated with or endorsed by either company.
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