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…
Tagged $^VXN
Complacent Correction Cause For Concern?
Despite recent stock market carnage, the reaction by the VIX has been a relative yawner. Well, the New Year hangover continues. Another day, another drubbing…
A Record “Close But No Cigar” Streak For Stocks
If it feels like stocks have been hanging near their highs for a long time without being able to break out, you aren’t imagining things.…
A Breakout To Nowhere
We’ve spent a good deal of “ink” over the past few months on the trendless, range-bound action that has characterized the U.S. stock market recently. This…
U.S. Stocks Still Spinning Their Wheels
We have spent quite a bit of ink in this blog recently covering various aspects, and potential implications of the ongoing range in the U.S.…
Despite Range Bound Market, Stock Volatility Expanding
In a post last week, we discussed the recent uptick in stock market volatility as measured by the number of 1% up and down days…
Rise in Stock Volatility Near the Highs May Be a Red Flag
After opening significantly lower today following the weak jobs report on Friday, the stock market turned sharply higher, trading up close to 1% before fading…
S&P 500 & VIX Both At Highs: Who Blinks?
We have written quite a bit about the behavior in the volatility indexes of late due to their noteworthy and in some cases, peculiar, behavior.…
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…