2014 may well eventually be known for its buildup of various warning signs in the stock market. While the trigger that brings such warnings to…
Tagged $^VIX
Some Vexing Behavior From The VIX
While the S&P 500 scored another all-time high on Monday, the market once again sent signals that it may not be a smooth ride ahead…
Rapid retreat in volatility bullish for stocks
Just yesterday, we posted a chart showing that the S&P 500 Volatility Index (VIX) had recently spiked to a 6-year high relative to the Russell…
Historic shift in volatility from small to large caps There has been an abundance of discussion recently regarding the relative performance of large caps to…
Is the volatility spike over — or just beginning?
Unless you have been in a bunker hiding from ebola, you’ve no doubt noticed the pick up in volatility across basically all asset classes. In…
Stocks’ Roller-Coaster Week Has Negative Short-Term Implications
Last week, the S&P 500 registered a rare display of volatility. The week contained both the largest 2 up days in the past month and…
ChOTD-6/26/14 CBOE SKEW:VIX Ratio: Variant Tail Risk Indicator At All-Time High
Readers may be familiar with the CBOE’s SKEW Index. Generally speaking, it is an options-derived measure of market tail risk, i.e., risk of an outlier,…
ChOTD-6/12/14 VIX:10-Yr Yield: Rate-Adjusted VIX @ At Extreme Low (Post-2007)
Today’s ChOTD is an interesting indicator we recently created. Given the hoopla surrounding the move by the $VIX to new cycle lows, we thought it…
ChOTD-5/19/14 Relative Spike in Nasdaq Volatility Index ($VXN) A Warning?
A week ago, our 5/12 ChOTD illustrated the Nasdaq Composite’s relative increase in volatility vs. the NYSE, as measured by the “average true range” of…
Posted Wed (1/22):
“low-vol rally…often ends with swift (out-of-nowhere) decline that quickly erases several months of gains" stks.co/i0By8.