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Citigroup ([[C]] -1.5%) "will certainly be prepared" for the possibility of a contested presidential election that might disrupt the stock market, the bank's CEO, Michael Corbat, told Yahoo Finance in a recently aired interview.The nation's third-largest bank has had internal conversations ab...
SVXY has continued trading higher in a move which has started to erase the gains seen earlier this year. SVXY is shorting an index which has exhibited negative yearly returns for 90% of days of the last decade. VIX futures are normally in contango, which means that long-dated stra...
The market is eerily quiet despite the election and other catalysts, making a surge in volatility very possible. The VIX is a bit above its long-term average but far below its historical level this year despite the persistent uncertainty. The VIX has become more sensitive to decli...
The VIX is likely going to rally over the next 2-8 weeks based on technical and seasonal factors, which suggest additional upside in the index. While the VIX is likely going to rise, VIXM’s holding duration means it won’t share in the upside to much of a degree. Give...
Volatility in the technology sector has increased significantly. Growth, COVID-19, and U.S. Election are driving volatility. Volatility can often mislead investors into making bad decisions. For further details see: Volatility Is Back: Keep Calm And Carry On
From a longer term perspective, there have only been two other months in the past 30 years which saw a larger decline in the stock market while the VIX also printed a negative value. It wasn't just a weird month for the VIX in relation to the stock market, but also within the VIX comp...
ARMA models are suited for volatility trading and outperform all of our previously tested volatility forecasting models. Optimizing ARMA models for the Maximum Sharpe Ratio yields better out-of-sample results than Maximum Likelihood optimization. Among the ARMA models that we appl...
The VIX is elevated against historical figures, which suggests that it’s likely going to fall over the next month. Seasonal tendencies suggest that we may see a rally in the VIX in the latter part of October. SVXY is a solid long-run buy, as it is capturing VIX contango rol...
As you can see in the following chart, the iPath S&P 500 VIX Short-Term Futures ETN ( VXX ) has reversed almost the entire rally seen in late August with shares just a few points above the lowest levels since March. At present, I believe that the short-term probabilities favor a bounce i...
October is a historically volatile month (see October '08, October '87), and the VIX tends to peak in the month, "jumping to [a level of] more than 21... on average over the past 30 years" ( CNBC ), where we even get the so-called October effect or Mark Twain effect. And this October is a part...
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2024-05-15 22:30:00 ET Stock Traders Daily has produced this trading report using a proprietary method. This methodology seeks to optimize the entry and exit levels to maximize results and limit risk, and it is also applied to Index options, ETFs, and futures for our subscribers. This...
2024-05-06 04:26:00 ET Stock Traders Daily has produced this trading report using a proprietary method. This methodology seeks to optimize the entry and exit levels to maximize results and limit risk, and it is also applied to Index options, ETFs, and futures for our subscribers. This...
2024-04-10 09:02:03 ET ProShares Short VIX Short-Term Futures ETF (SVXY) announced stock split at a ratio of 2-for-1 on 2024-04-11 ... Full story available on KlickAnalytics.com