Whenever I hear the words “you’re going the wrong way”, I immediately think of the classic scene from Trains, Planes & Automobiles when Steve Martin…
Tagged Volatility
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…
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-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…