It’s that time of year. Equity markets are often quiet while bond traders are sometimes caught napping on the trading floor. Thanksgiving is historically quite bullish – Stephen Suttmeier at BofA points out that in all years going back to 1928, the S&P 500 has outperformed over this period (markets are closed Thursday, and Friday is an NYSE half day). The average...
The chart posted is one of the 9 vix .It is one my tools in my Models to determine market turns . we hit a near perfect .382 at the Peak in vix . I had talked about a level to watch in the single day vix of 18.88 and 19.89 often . I feel we are coming into the cycle the panic scycle were due into sept 21/23 and I feel that the 9/25 was the bulk of...
VIX9D crossed yesterday VIX30D, 3M and 6M. In addition, the price is bouncing off EMA 200. Signal for a potential short. If you pick short set Stop-loss above Ema 200 to close the position in case price goes up.
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🎯 About my posts: They are kept self-explanatory to avoid overcomplicating. Mostly price signals and trend analysis...
In spite of various media reports that "volatility is back," anyone who plays the premium selling game knows that it isn't in significant measure. Nevertheless, there is some uptick in volatility as compared to the post-election to March volatility lull, which was a slog to get through for premium sellers who look to capitalize on a high implied volatility...
There is a strong, negative correlation between $SPX and volatility - which makes sense as we don't need a hedge when conditions are improving. Over the past 48 hours, we had just such a rapid deflation of risk assessed in the short-term implied volatility reading (VXST), so what happens from here? I highlight the instances over the past 12 months where there have...
Between Friday and Monday's implied volatility deflation, we have seen the biggest two-day drop in short-term uncertainty for the SPX-derived VXST since the period after the December 17 FOMC decision. That policy gathering was about relief that rate hikes weren't imminent, this one is about China and Greece pulling back from the precipice and representing systemic threats.
