Showing posts with label Volatility. Show all posts
Showing posts with label Volatility. Show all posts
Sunday, April 8, 2018

Weekly Market Summary

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Summary :  Trade war rhetoric is driving US equities. This week, for the third time in the past month, the start of a sustained rally was cl...
Tuesday, May 23, 2017

The Worry About Indexing is Overblown

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Summary :  Investors are clearly shifting away from actively managed funds to those based on index strategies. Only time will tell, but this...
Sunday, March 5, 2017

The Similarities (and Key Differences) Between 2017 and 2013 So Far

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Summary : 2017 is off to a remarkably similar start to 2013. No two years are ever exactly the same, so there's no reason to suggest tha...
Friday, February 24, 2017

Weekly Market Summary

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Summary : All of the US equity indices made new all-time highs again this week. Treasuries were the biggest winner. A drawdown of at least 5...
Tuesday, August 9, 2016

Be On Alert For A Pop Higher in Volatility

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Summary : The trend in equities continues to be higher, even a very short term basis. As equity prices move higher, volatility is compressin...
Tuesday, June 23, 2015

Volatility Is Set To Increase

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Summary : On Tuesday, VIX closed below its lower Bollinger Band for the first time in a year. In the past, this has very often led to at lea...
Saturday, May 23, 2015

A Set Up For Volatility To Soon Rise

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Summary : The S&P index is making new highs. The trend is higher. But in the process, the trading range has become very tight. In the pa...
Monday, August 25, 2014

Crossing SPX 1000 in 1998 vs SPX 2000 Today

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The S&P crossed above 2000 for the first time Monday. This brings to mind 1998, the year the S&P crossed above the 1000 milestone....
Thursday, May 22, 2014

Volatility Is Now At Multi-Year Lows

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One indicator that has remained consistently positive in our weekly summary table is volatility (Vix). Volatility has remained below 20 sinc...
Monday, December 2, 2013

A Volatility Set Up For Trading SPX Into Year End

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Volatility as measured by Vix spiked higher today for the first time in two months. There is a useful trade set up that is therefore worth n...
Wednesday, February 27, 2013

What Monday's Jump in VIX Means For SPX

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On Monday, VIX jumped to 19, an increase of 34% in one day and 55% over the prior week. What does this imply for SPX? We have previously n...
Tuesday, February 5, 2013

Low Vix Means 5% Corrections Are Few And Far Between

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In the past 20 years, there have been two long periods where $VIX was mainly below 20. During both of these periods, 5% corrections were few...
Saturday, January 26, 2013

VIX during 2004-2007

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While a $VIX under is associated with excellent returns in $SPX, it is not accurate to say that intermediate periods of time will not see so...
Friday, January 4, 2013

Buy When the VIX is High (Above 40)

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Having just shown that the best risk/reward is when the VIX is below 20, you'll find a surprisingly good bounce in $SPX when VIX spikes...
Thursday, January 3, 2013

Best $SPX Risk/Reward When VIX is Under 20

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The best risk/reward in $SPX occurs when VIX is under 20. Average monthly returns (1.5%) and the maximum downside (-4.4%) occur during thes...