Do these low VIX levels predict a rising stock market? Is it time to long VIX derivatives? VIX measures the expected volatility of the S&P 500 ® over the next 30 days using S&P 500 (SPX) options. Since stocks tend to fall much faster …
VIX is now in backwardation for the near term. The term structure of EUVIX has switched from backwardation to flat as EUVIX has dipped over the last week." Can we learn anything about stock market odds following periods of …
The India VIX Index, a measure of protection against stock-market swings, lost 2.3% to 13.03 at close in Mumbai, the lowest level since 1 October. The 50-stock CNX Nifty Index added 0.9% to 7,995.90. Foreign investors bought $251 …
Co-inventor of the VIX index, Sandy Rattray is CIO of Man Group ... believe they’ll be forced to dump them quickly in a stock tumble, exacerbating any decline. “Risk parity,” Jones told the Goldman audience, “will be the hammer on the …
The CBOE VIX Index (VXX), which measures volatility in the stock market, surged 51% to $15.16 on June 29, 2017. This reading was closer to its recent high of $16.30 on May 18 and far from its multi-decade low of $9.73, which it touched in …
As the ETF industry has expanded in recent years ongoing innovation has given investors more precise tools for accessing various corners of the stock and bond markets ... Because the VIX (and other volatility indexes, such as the one linked …
These two periods have been the long-term lows in VIX, as you can see in the chart below: It also appears that the VIX is now heading to another big long-term low, but of course no one can tell what the lowest value will be this time. You can …
Stock markets around the world continued their downward slide after US President Donald Trump made another verbal attack on North Korea. "It also saw the VIX
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 …
folks who are professional volatility traders will scoff at my treating the chart of the VIX as if it were a stock chart, but if I were to draw in how I expect the chart to proceed in the weeks ahead, I would say it would be like I've drawn in blue.