VIX is the ticker symbol and the popular name for the Chicago Board Options Exchange's CBOE Volatility Index, a popular measure of the stock market's expectation of volatility based on S&P 500 index options. Is a high VIX good or bad? When the VIX reaches the resistance level, it is considered high and is a signal to purchase stocks—particularly those that...
Note before reading; The previous analysis was private, but included in the following analysis; Here: or refer to the bottom link Hello Traders and Analysts, Breakdown: 1. Note 2. Contents 3. Research breakdown 4. Education recap 5. Information on Lupa. A Note before reading - this is a forecast analysis - based upon our trading strategy. This is...
Expect bearish price action VIX, price just made a huge selloff with a bearish gap A RISK ON SIGNAL in the market, a possible bullish rebound for the indexes. Price is going to close bullish GAP into 19.00 What do you think ? Comment below..
Some basic TA on past VIX volatility. I feel I see big volatility after Jan 2022, which coincides with many stocks simultaneously finishing their 'Intent Arcs' around that time to the downside.
On the monthly and daily chart, I see VIX making a bullish comeback which suggest we are about to see crazy volatility in the stock market. Combine that with the recent insider selling from Jeff Bezos of around $2 billion worth of amazon shares and Kimbal Musk (Elon Musk's brother) selling around $100 million worth of tesla shares on Nov 5th and then Elon Musk...
VIX obviously getting the smush again. Now we live in low volatility mostly until taper official date is announced.
What Is the Cboe Volatility Index (VIX)? The Cboe Volatility Index (VIX) is a real-time index that represents the market's expectations for the relative strength of near-term price changes of the S&P 500 index (SPX). Because it is derived from the prices of SPX index options with near-term expiration dates, it generates a 30-day forward projection of volatility....
Hi folks! This - in addition to almost everything in financial markets ATM - is very scary reading. S&P500 just flashed a third consecutive (i.e. uninterupted by an equivalent buy signal) Triple Divergence (RSI, MACD and Volume) since the covid-correction on the dialy. Usually, one such signal is a bad sign, but three consecutive ones is just madness. Time...
Hi folks! As you may know, FINRA published the Margin Debt Statistics for July the other day. As you may also know, tops in prolonged and explosive runs in margin debt usually precede big corrections/crashes in the S&P500 by a couple of months The Margin Debt reading was down 4.3% from July after 15 consecutive months of increase (!) Here is my idea on how...
The current market conditions is giving me cause to pause as it relates to putting in buy orders. To me it seems as if the market is poised for a steep correction over the next week or so. My current thesis is based on the fact that the ES-Mini for the better part of this week was priced well above the weekly 3 ATR. What was particularly alarming for me was that...
Here are some hypothetical numbers I formulated, which by the way you can take with a grain of salt. It is for entertainment purposes only. Some Tabloids you may find interesting: 80% of the stock market is now on autopilot. Jun 29, 2019 Algorithmic trading is accounted for around 60-73% of the overall United States equity trading. Feb 5, 2019 Considered by...
Should we get positive news , elections , China , Virus , etc and mkt keeps rising over the next week or two . I expect 4000 PT on SPX by New Years. This my outlook / blueprint of how i see it play out. Check my previous Bear scenario for if we break down.
New all-time highs in the market combined with a creeping VIX are cause for some alarm. Inflation hedges/bets seems to be the talk of late with inflation on the rise.. and this is not unwise considering that money supply is off the chart and velocity is sure to pick up... although velocity is not a necessary component of inflation. Remember that the market is...
Hi folks! I think we are in a macroeconomic state that suggest extreme caution with ones investments, so I would personally rather stack up on something like VIX futures than anything else these days - se the linked post on my macro take). Note that the big stock indexes (Sp500, Nasdaq, Dow, Nikkei, DAX etc.) also have horrible technicals right now. However,...
Idea for VIX: - The Short Volatility Bubble will pop. - Transmutation of Risk cannot make Volatility disappear, only hide it. - There is an estimated $2+ trillion global short stock market volatility bubble. - Explicit Short Vol: $60 bn (pension overwriting, VIX, vol selling funds) - Implicit Short Vol: $1.4 tn (Risk Parity, Var Control, Risk Premia, CTAs) -...
from a quick analysis of the Vix future we see the volatility which has fallen far below the Bollinger Bands. This technique can be used for mean-reverting strategies when on the assumption that volatility is cyclical.