by Charles Bilello, Pension Partners “And we sang dirges in the dark, the day volatility died.” – Hedge Funds, in unison “I actually find myself daydreaming ...Read more Comments Off on The Day Volatility Died
Many market participants are scratching their head as to whether the low VIX levels are an anomaly or some kind of utopian new normal. JPMorgan's Quant Derivatives shop ...Read more Comments Off on JPMorgan Warns "Volatility Too Low, Disconnected From Fundamentals"
by A Wealth of Common Sense “Volatility is not the enemy of the long-term investor. That investor’s response to volatility is.” – Josh Brown “Risk means more things ...Read more Comments Off on Volatility is not Your Enemy
Spain's spreads breaking away from other risk indicators Guest contribution by Sober Look As the sell-off in Spanish government bonds continued today, Spain's spreads broke away from other ...Read more Comments Off on Spain is A Mess, No Matter How You Slice It
Global risk markets and US equity futures were drifting lower together (post China trade deficit data) into this morning's confusion in Europe but around 430ET, equities pushed higher, ...Read more Comments Off on Silver Slumps As Risk Broadly Recovers
Via Peter Tchir of TF Market Advisors, VIX continues to remain low, but intraday (or intranight) volatility appears to be making a comeback. That is volatility in the ...Read more Comments Off on Is Volatility Coming Back?
In the context of this macro-economic climate, BCA Research says that investors will need to become more tactically involved in asset allocation, than they needed to be during ...Read more Comments Off on Stock Price Correction Mostly Played Out, But Duration Could Go Longer (BCA)