JPMorgan has a new index - called the "Volfefe Index" - that measures Trump's tweets and their impact on bond volatility. (1/x) pic.twitter.com/D37ocdebxk JPMorgan has created an index to track and quantify the impact President Trump's tweets have on the financial market.CNBC reports that the "Volfefe Index" - a reference to Trump's viral "covfefe Now they can keep an eye on investment bank J.P. Morgan’s Volfefe Index. The name is a joke, combining “volatility” with the non-word “covfefe” that showed up in a famously mysterious JP Morgan's newly built "Volfefe" index - a nod to "covfefe," the mysterious word coined by Trump in an unfinished 2017 tweet - analyzes a rolling sample of recent tweets to judge how much effect The index was named after Trump’s infamous and still mysterious “covfefe” tweet, and according to JP Morgan it explains a measurable fraction of the moves in implied rate volatility for 2-year and 5-year Treasurys. “This makes rough sense as much of the president’s tweets have been focused on the Federal Reserve, and as trade tensions are broadly seen as, first and foremost JPMorgan Chase is using a ‘Volfefe Index’ to measure how Trump’s tweets affect financial markets. Image via Screengrab. by Alex Henderson September 9, 2019.
The Volfefe Index is a stock market index of volatility in market sentiment for US Treasury bonds Bloomberg News noted, "JPMorgan's 'Volfefe Index,' named after Trump's mysterious covfefe tweet from May 2017, suggests that the president's 9 Sep 2019 Volatility on 2-, 5-year rates particularly affected by tweets Analysts at JPMorgan Chase & Co. have created an index to quantify what they 9 Sep 2019 The bank has created an index to gauge how Trump tweets — 10000 since taking office — have influenced moves in implied rate volatility for 9 Sep 2019 Traders know that when President Donald Trump tweets he can rock financial markets, often in unpredictable ways, but analysts at JP Morgan
10 Sep 2019 J P Morgan has now created what they're calling the vol fefa index, which is a combination of the words volatility. And Trump's made up word 9 sept. 2019 La banque JP Morgan en a déduit un instrument boursier. on retrouve tout d' abord «Vol», la volatilité des marchés, et «fefe» qui dérive d'un 9 sept. 2019 L'indice créé, baptisé « Volfefe Index », combinaison de volatilité (« Vol ») et « Covfefe » (« fefe »), en référence au célèbre tweet énigmatique
JP Morgan's newly built "Volfefe" index - a nod to "covfefe," the mysterious word coined by Trump in an unfinished 2017 tweet - analyzes a rolling sample of recent tweets to judge how much effect The index was named after Trump’s infamous and still mysterious “covfefe” tweet, and according to JP Morgan it explains a measurable fraction of the moves in implied rate volatility for 2-year and 5-year Treasurys. “This makes rough sense as much of the president’s tweets have been focused on the Federal Reserve, and as trade tensions are broadly seen as, first and foremost JPMorgan Chase is using a ‘Volfefe Index’ to measure how Trump’s tweets affect financial markets. Image via Screengrab. by Alex Henderson September 9, 2019. JP Morgan has come up with a tongue-in-cheek name for a serious index to measure the impact of President Donald Trump’s tweets on financial markets. Analysts have named it the “Volfefe Index JP Morgan announced this weekend that its market analysts have launched a ‘Volfefe’ index — a play on the President’s notorious “Covfefe” tweet — to track how the president’s social media missives impact the stocks and bonds markets, so that they can determine whether recent changes in interest rates can be traced back to Trump JPMorgan Chase announced on Sunday its creation of the so-called "Volfefe Index" to measure how President Donald Trump's tweets impact rates volatility. Continue Reading Below "The president has
J.P. Morgan found that the index, named after Trump’s infamous and still mysterious “ covfefe ” tweet, explains a measurable fraction of the moves in implied rate volatility for 2-year and 5-year Treasurys. The financial press is having a field day with the “Volfefe Index,” a measure discussed in a September 6 research note from JPMorgan. The index measures the likelihood that President Trump’s tweets JPMorgan has a new index - called the "Volfefe Index" - that measures Trump's tweets and their impact on bond volatility. (1/x) pic.twitter.com/D37ocdebxk