Update on the BestX Event Risk Model

Our latest research article provides an update from the BestX event risk model that we introduced in August this year. Recent moves in the VIX, and the forthcoming US election, have resulted in the model triggering. This means that the probability of further shocks has increased, and any additional spikes leading up to the election would cause the model to start predicting an impact on transaction costs. We will continue to monitor closely.

Please email contact@bestx.co.uk if you are a BestX client and would like to receive a copy of the paper.