“The intense movements, which have eclipsed in severity the market upheaval when Lehman Brothers failed in September 2008, have in part been intensified by the rise of trading strategies that account for volatility and market momentum, according to Garrett DeSimone, head of quantitative research at OptionMetrics, an options database and analytics provider.”
OptionMetrics’ Garrett DeSimone shares insights with Business Insider on the historically intense volatility within the markets.