by Andy Byron on Oct 23, 2017
Markets continued their march higher throughout the quarter as volatility has all but disappeared. Year-to-date, intra-day market volatility is the lowest ever recorded in the 32 years the statistic has been recorded. So far, less than 5% of trading days have had a move of 1% or more, and there have been no days with a 2% move. Historically, September has been the worst month for stocks followed by October.