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…
![](https://lyonssharepro.com/wp-content/uploads/2014/10/tumblr_ndr4a06NoS1smq3o4o1_1280-570x373.jpg)
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.