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The VIX is at a 5-month high — despite relatively limited damage in the S&P 500. What does that mean for expectations in the stock,…
Volatility expectations on the Nasdaq are at an all-time low. You’re probably familiar with the VIX, the S&P 500 Volatility Index. It is commonly referred…
On February 16, we noted the strange occurrence in which the VIX jumped >4% on a day in which the S&P 500 closed at an…
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While the S&P 500 closed at another new high, the VIX also spiked, an unusual occurrence that may have negative implications in the intermediate-term. Among…
The S&P 500 never traded below its 2016 closing price during January; prior such cases have been very positive harbingers…mostly. January was an…
Speculators (a.k.a., “dumb money”?) are holding their largest net-short position in the history of the VIX futures contract. Every week, the CFTC releases their Commitment…
This post originally appeared as the J.Lyons Fund Management, Inc. December 2016 Newsletter at jlfmi.com. As 2016 draws to a close, we again take a…
These were the posts, and accompanying charts, that readers clicked on most in 2016. As we wrap up 2016, we are looking back at the…