The Volatility Killer by Eddy Elfenbein, Crossing Wall Street The S&P 500 is up to another all-time high today. Since Brexit, the S&P 500 has had 11 down ...Read more Comments Off on The Volatility Killer
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"
With Europe's credit traders on vacation, volumes overall were muted today in Europe but average in the US. The lack of discipline that normally occurs when the ...Read more Comments Off on Gold Wins As Financials And USD Deteriorate
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
by Bespoke Investment Group The S&P 500 VIX Volatility index traded below 15 yesterday for the first time since early 2011. A number of financial players have ...Read more Comments Off on VIX Below 15 -- Time to Worry?
A Closer Look at Volatility Combining Low Beta & Cyclical Strategies by Alfred Lee, CFA, CMT, DMS Vice President & Investment Strategist, BMO ETFs & Global Structured Investments ...Read more Comments Off on A Closer Look at Volatility
The extreme volatility in U.S. equity markets and other global equity markets prompted me to analyse the current situation in comparison with history and to ascertain what causes ...Read more Comments Off on Volatility: The Pulse of the Market
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)