@vibrantcosmos In general most sectors will be affected, but it also tends to find interest rate increases appreciative to the market and sectors. Banks tend to outperform along with utilities. I’ve written extensively about this in my daily and weekly research reports. You really have to look at your questions closely. For example, we could say…[Read more]

@vibrantcosmos The particular study I mentioned above was backtested using Python by Chris at ProjectOption.com. I had the opportunity to review a number of his early volatility related studies and he produces some great stuff. I don’t think he’s anywhere as active as he used to but he still has good info on his blog at the site.