A particularly strong post-Fed fade of volatility. The VIX returns right back to the previous consolidation zone. As I noted in my last T2108 Update, I was primed to fade volatility ahead of the Fed announcement. As the chart above shows, the …
As the stock market has swung wildly this week, investors have gotten intimately acquainted with volatility. Robert Whaley, a professor at Vanderbilt, explains the VIX, his gauge of market volatility. AUDIE CORNISH, HOST: The trouble in …
NPR
The upbeat state of macro at the moment is almost certainly a factor that’s keeping stock market volatility low. The VIX Index, for instance, which measures the implied volatility on the S&P 500 via index options on the benchmark, dipped …
Recession
As stock market indexes are not tradeable, the importance and trading volume of Exchange Traded Funds (ETFs) cannot be understated. ETFs track and attempt to replicate the performance of a specific index. Numerous studies have …
A lot was written and talked about the CBOE Volatility Index, or VIX, this week. On Monday ... decisions that may do more harm than good in the long run. The goal of the Stock Superstars Report is to create a risk-minimized portfolio …
18) So is Ruffer going to bring down the US stock market? The answer is probably no (at least not for this). Firstly, consistent demand for Vix options entails upward pressure for prices of Vix options and for the implied volatility of Vix. …
50 Cent
The smaller spikes in VIX-Stock correlation also saw notable equity market drawdowns (Feb/March 07 down 6.6%, Oct 09 down 6.5%, Dec 2012 down 3.5%)
Thus the classic VXO remains more responsive to fear spikes than the new VIX. Whether you prefer the VXO or VIX, trading stock fear is easy to understand. Speculators should sell their positions to realize profits after major uplegs …
Fear
They can’t both be right. Below the surface of the calmest stock market in five decades, a divergence in sentiment has opened in which institutional investors are surrendering hedges and diving deeper into stocks, while individuals load up …
Stock market
The VIX is a continuous minute-by-minute snapshot of the expected market volatility in the S&P 500 during the next 30 …
Fear