There has been an odd trend of late in stock sentiment readings. Despite major averages that are near all-time highs, sentiment has dropped considerably across…
Tagged Volatility Index
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…
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…
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…