Quant Quarterly
The Quant Quarterly is the journal of the Financial Mathematics (FM) Graduate Program at NC State University. Each edition highlights the latest program news and events, students’ articles, project reports and research, as well as interviews with FM faculty, staff and alumni.
An excerpt from Volume 2025, Issue 2, our latest edition:
“The events of early 2025 serve as a stark reminder of how closely the VIX tracks trade policy developments in our interconnected global economy. As UBS strategists noted, elevated risk premia are expected to persist, making a swift drop in volatility unlikely in the near term. Looking ahead, investors should remain vigilant, as the ongoing trade negotiations and potential policy shifts could continue to drive VIX fluctuations. In this environment, a thorough understanding of volatility dynamics and associated trading strategies will be crucial for navigating the markets effectively.”
Divija Balasankula Trade Policy Turbulence: The VIX Rollercoaster of 2025
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