Stock market volatility expectations saw the biggest drop on record following the election. In the buildup to the presidential election, we queried whether “Investors Were…
Tagged $^VIX
Investors (Over?-)Prepared For Election Volatility
Despite an unseasonably calm stock market, relative near-term volatility expectations have jumped to the 3rd highest level in their 3-year history. It’s no secret that…
Traders Quickly Get Comfortable With Stocks Again
Short-term volatility expectations plummeted during Wednesday’s post-Federal Reserve meeting stock market rally. As readers are likely aware, our biggest concern regarding stocks going into September…
Stocks Suffer Unprecedented Volatility Shock
Following a record tight 2-month trading range, the stock market exploded with 3 consecutive 1%+ moves; what’s next? Following our myriad of “narrowest range ever!” posts…
Investor Complacency Is Smashing Records
Near-term volatility expectations are currently on a stretch of unprecedentedly low levels. About a month ago, we began to take note of investor complacency creeping…
Is Smart Money Holding A Record Bet On Volatility Rise?
Commercial hedgers – who are most often correctly positioned at market turns – are currently holding their largest ever net long position in VIX futures.…
Vice Tightens Further On Historic Stock Market Range
What does the S&P 500′s 2nd tightest 2-week trading range ever have in store for stocks? We’ve written quite a bit about the stock market’s…
Complacency Is Creeping Back Into The Stock Market
With stocks’ steady drift through all-time high territory, investors’ relative near-term volatility expectations have plummeted to near record lows. One of the hallmarks of the…
Stay Of Execution For The Bull?
This piece originally appeared as the June 2016 edition of the J. Lyons Fund Management, Inc. Newsletter at www.jlfmi.com. Positive developments in recent months…
Investors (Over?-)Prepared For Brexit Volatility
Short-term volatility expectations have eclipsed those of the longer-term, a nearly unprecedented situation given the recent tame market action. Recent days and weeks have seen…