VXX News and Press, Barclays Bank PLC ZC SP ETN REDEEM 23/01/2048 USD 27.193879 - Ser A ShortTerm Futu From 05/03/19

Market Intro CNBC: 12:51PM EST US stocks ( SPY , DIA , QQQ , IWM ) wasted no time in celebrating the strong jobs report for the month of April; the S&P 500 is once again bordering on all-time high territory. Spot VIX sank by a whopping 10% on the positive price action. Thought...

In a recent post , I demonstrated how to invert options prices to build the option-implied distribution of future returns. I built the implied distribution of returns on the S&P 500 (using options on [[SPY]]) from April 25 th to December 20 th of 2019. The outlook for returns on SPY are...

I'm going to do something a little different today. I'm going to start my article with the conclusion, and then everything that follows is the more detailed explanation of how I arrived at the following simple statement: Conclusion: M1:M2 VIX futures contango is 15.23% on Apr 15, 2019,...

The S&P 500 closed within one point of September 2018 all-time last Friday. You'd have to think "everyone" is watching what happens this week. I wouldn't be surprised to see a pullback here since the S&P 500 usually takes a few tries to poke through a longer-term high. Market Bread...

Market Intro Econoday Economic Calendar: Q1 GDP Yada, yada, or so respond US stocks ( SPY , DIA , QQQ ) to the strong Q1 GDP report, though Russell 2000 ( IWM ) is up about three quarters of a percent in Friday trade. CNBC: Fri 1:52PM EST Even the 10-Yr US Treasury Note ( IEF )...

In Q4, fear reasserted itself as the dominant cognitive principle. It wasn't the first time that's happened post-crisis, but it was one of the more acute episodes of insanity becoming contagious. The US economy wasn't on the verge of falling into recession on any conceivable metric and whi...

There are a number of factors that make the current mania in risk assets unique. Most notable may be the breadth of extreme overvaluation not just within the equity market but across a number of other asset classes. The incredible reach for yield we have seen, driven by the lowest interest rat...

By Kent Hargis, Sammy Suzuki and Chris Marx Global stocks rebounded in the first quarter, but the ride was rocky. Even in a rising market, volatility is a clear and present danger. With so many risks clouding the outlook, we believe that investors should focus on generating a smoother ...

By Erik Norland The Northern Hemisphere, home to 90% of the world's population, is celebrating the arrival of spring. But, be warned: "winter" is coming, and not just for fans of HBO blockbuster Game of Thrones . After a multi-year Federal Reserve (Fed) tightening cycle that turned the yi...

The wild stock market action during the fourth quarter of 2018 has faded in the rearview mirror of market participants. The panic that gripped many investors during the final three months of 2018 is now heralded as another in a long series of buying opportunities cementing the overall market p...