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NEW CHART (@ 2020-07-30 18:07:32)

Hat tip to Bloomberg who spotted this one: the change in price of gold (white line) vs the change of 1 year at-the-money implied volatility of gold (yellow line). Normally you would expect these to move in opposite directions: assets tend to become more volatile when markets sell off. Not so with gold these days, and that's pretty fascinating. -LSS Quant Team