We have written quite a bit about the behavior in the volatility indexes of late due to their noteworthy and in some cases, peculiar, behavior.…
Tagged $^VIX
The VIX Is Going The Wrong Way
Whenever I hear the words “you’re going the wrong way”, I immediately think of the classic scene from Trains, Planes & Automobiles when Steve Martin…
Why Is VIX Volatility At Crisis Levels?
In this era of financial engineering, we have new ways of measuring all matters of behavior in the markets. We have derivatives and 2nd derivatives…
5 Most Viewed Charts Of 2014
As we wrap up 2014, we are looking back at the key moments, trends, stats and, of course, charts that defined the year in the…
2014: The Most SKEWed Year On Record For Stocks
We’ve covered the CBOE SKEW in several posts during 2014, and for good reason. Its behavior this year has been unlike anything we’ve seen before,…
Part 4: An Unprecedented Rally
European Space Agency image of Comet 67P as seen from the Rosetta spacecraft which recently made an unprecedented landing on the surface of the comet.…
Unprecedented Rally – Part 3
European Space Agency image of Comet 67P as seen from the Rosetta spacecraft which recently made an unprecedented landing on the surface of the comet.…
Volatility Futures Signaling Rare Levels Of Fear
The “term structure” of a futures market refers to the pricing of the various months in relation to each other. For example, in the VIX…
This Signal Has Perfect Record Of Forecasting Year-End Gains In pursuit of every edge that we can find, we do a lot of research into…
Freaky Friday: More Disturbing Behavior From The Stock Market
A few weeks ago, we dedicated a post to the unusual behavior in the stock market on November 13. Although the major indices closed the…