XXV News and Press, Barclays Bank PLC From 06/14/19

The cash VIX term structure is in my opinion one of the most useful, yet most overlooked aspects of the volatility complex. So often people want to focus on the VIX futures, and more specifically the level of contango or backwardation of the front two-month VIX futures (M1 & M2). I talk ab...

Sell in May and go away did not work this year, so far. May was an ugly month, but June has brought a powerful rally in the stock market. Last week, the E-Mini S&P 500 futures contract demonstrated how strong the price action in stocks has been. Source: CQG As the chart highlights, ...

Now that the Memorial Day holiday weekend has come and gone, and the end of May will come to an end on Friday, the old adage for the stock market, "sell in May and go away," could have special meaning in 2019. A relaxing summer without excessive risk could be a good idea considering all of t...

Here we go again in the stock market. After reaching a record high in early October 2018, the stock market correction took all of the leading equity indices appreciably lower throughout the fourth quarter of last year. In late December, when stocks were looking their ugliest, the market turned...

Big Moves In The VXX and VIX Over The Past Two Weeks Since the lows that were struck in late April, we have seen a sharp rise in both the CBOE VIX Index as well as the VIX Futures and the Volatility ETFs which are derivatives of those futures products. The VIX index saw a move up of close ...

The memories of the stock market correction that took place during the fourth quarter of 2018 had just about faded into the market's rearview mirror as the indices reached new all-time highs in late April. It took four months for the stock market to make back all of its losses, and the price a...

Lopsided Selloff On Monday Monday brought the first day in 2019 that featured extremely lopsided volume figures. Over 90% of NYSE ( VTI ) volume was associated with declining issues. We know a 5% correction falls into the normal and to be expected category. How concerning is a 90% down d...

By OpenMarkets Jack Bouroudjian looks at the psychology of a market with extreme volatility. He highlights how, in futures markets, micro contracts could help manage some of the risk. Editor’s Note: The summary bullets for this article were chosen by Seeking Alpha Rea...

Market Intro CNBC: 2:41PM EST Sector SPDRs US stocks ( SPY , DIA , QQQ , IWM ) are giving back the victory lap from last Friday's massive rebound, as averages head lower (about 3% on the S&P earlier in the session). Spot VIX got a healthy dose of revenge after the into-the-w...

On Tuesday, May 7 th , U.S. markets freaked out because of the fear that there might be a trade war looming. The NASDAQ ( QQQ ) dropped by a bit more than 2% and the VIX jumped from about 15 to a daily high of 21.5, before settling back to close at about 20. The near-term options, represented ...