EFTA01433903Set 10
2019-01-313p552w
Subject: Market Colour: Flash Crash in USDJPY Realized Volatility...
From: Martin Zeman
Date: Thu, 31 Jan 2019 08:45:43 -0500
To: "Paul Barrett (
Cc: Stewart Oldfield
Good color ... USDJPY vol post the flashcrash early January:
Any guesses on USDJPY Realized Volatility (Daily with WMR fixings) since the
Flash Crash? (so first fixing = 4th Jan).
3.87% !
There are good
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01433903.pdf