by SIACharts.com For this week’s edition of the Equity Leaders Weekly, we are first going to have a look at the reaction, or lack there of on the ...Read more Comments Off on SIA Weekly: A Look at VIX, Harvey's Impact on Property and Casualty Insurance Stocks
Please Stop Talking About the VIX So Much by Clifford Asness, Ph. D. AQR Capital Management, Inc. If anyone reading this has always meant “recent realized return volatility” ...Read more Comments Off on Please Stop Talking About the VIX So Much
by Dr. Brian Jacobsen, CFA, Wells Fargo Asset Management Volatility can return with a vengeance. Calm can turn to chaos on the turn of a dime. Lately, people ...Read more Comments Off on What can the VIX volatility index tell investors?
MARKET ETHOS Beware Calm Surface Waters by Craig Basinger, CFA , Connected Wealth, RichardsonGMP PDF Version Earlier this week the VIX Index, which measures U.S. equity market volatility, ...Read more Comments Off on Beware Calm Surface Waters
by LPL Research Think about this: Since the post-Brexit vote volatility, the S&P 500 has gone 51 straight days without a 1% drop. We are willing to guess ...Read more Comments Off on What Does the VIX Say?
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