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The new COVID-19 variant has seemingly reignited the prospect of hell. This has caused the VIX to hit a 10-month high. Limited evidence points to mild symptoms and continued vaccine efficacy. For further details see: Hell Is Likely Not Coming With New COVID-19 Variant
Five year inflation breakeven (unadjusted) down, 10yr-3mo term spread down, VIX and EPU up, and S&P 500 down. Ignoring adjustments for inflation risk term and liquidity premia, implied expected 5 year inflation is down to 2.8%, while growth prospects also revert back to September ...
Craig: Today's volatility is a continuation of last week's selloff. Craig: We pulled back some of our risk based on valuation. Craig: Fed's comments were more balanced than hawkish on tapering. For further details see: Market Whipsaws On Fed Hawk Talk And Omicron Fears ...
Aside from the fact that panicking and trading are never a good combination, which is why we design trading plans, last Friday’s global stock plunge may turn out to be just another in a line of overreactions from algo traders. Of course, a bear market could start at any time. A...
Over the past two years, the Russell 2000 Index and S&P 500 Index are both up ~50%. One of the primary uses for Index options is to hedge specific portfolio risks. Individuals and institutions typically have long exposure to equities. Between 1980 and 2021 (YTD) on average the...
Option values reflect the probability of a given outcome over a specific time frame. Our assumptions about future outcomes are typically informed by historical events. A huge pool of natural buyers of S&P 500 downside protection (puts) exists. The Cboe SKEW Index quantifie...
With inflation fears getting stoked by the mainstream media, traders are pushing oil, interest rates, and the dollar higher. The good news is that oil did finally break above the long-term downtrend. However, it is too soon to know if these prices will “stick.”. In t...
Individual investors are all general managers or fantasy football owners. Term structure analysis is one way for market participants to analyze how IV levels change relative to time. The average drawdown between 2010 and 2019 is nearly 12%, and this year’s peak-to-trough de...
With today's release of the August CPI, it looks on the surface as if inflation is moderating, much as the Fed has been hoping. Looking deeper, though, I think it still pays to be skeptical - especially since the belief that this inflation flareup is merely transitory has been fully e...
Most traders do not think in terms of a year, let alone a decade. Historically, July is the least volatile month for the S&P 500, followed by June. Downside VIX futures risk in a situation where the September contract expired below 16.20. For further details see: Ins...
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NEW YORK , June 22, 2020 /PRNewswire/ -- Credit Suisse AG announced today its intention to delist and suspend further issuances of the following Exchange Traded Notes (the "ETNs"): Only the ETNs listed in the table above are affected by this announcement. For purpose...