Tag Archives: Volatility

No Worries: Vol Not Priced For Budget Ceiling

Do the markets price risk anymore?   That it is always inevitable when the world is awash with central bank based liquidity is not a surprise. We do see the VIX creeping back over 10 after trading with 8 handle for … Continue reading

Posted in Equities, Fiscal Policy, Uncategorized | Tagged , , | 6 Comments

US Treasuries: If it can happen here . . .FT

Yields on US Treasuries experienced one of their biggest intraday moves in years on Wednesday. Lex’s Robert Armstrong and Joseph Cotterill discuss whether banks are right in arguing that regulation has hurt liquidity. Make better investment decisions with Lex http://www.ft.com/lexContinue reading

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Volatility jump is short of crisis level – FT

The US markets’ fear gauge is climbing. Ramin Nakisa, deputy head of asset allocation at UBS, explains to capital markets editor Ralph Atkins why he thinks the indicator is not yet signalling a crisis and why calmer conditions could return. … Continue reading

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Volatility, markets and monetary policy – FT

Volatility, instability and monetary policy. Cardiff Garcia and Tracy Alloway discuss why the calm in markets is making investors and central banks so nervous — and whether they should do anything about it. For more video content from the Financial … Continue reading

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S&P500 Testing Key Support

Hard to to discern the cause of the increase in chop in U.S. equities.  Cyprus?  Overbought? Earnings worry?  Strong dollar’s impact on earnings (see Oracle’s release)? Here’s what we said on March 4th: No doubt the stronger dollar will be … Continue reading

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VIX Spikes and the S&P500

Epic 34% spike in the VIX today. The 1oth largest daily percent increase since 1990 and biggest since August 2011, which, at the time was in the midst of a nasty correction/mini bear market.   The S&P500 is only off … Continue reading

Posted in Equities | Tagged , , | 3 Comments

S&P500/VIX Divergence

Interesting pattern has developed over the past few days.  The S&P500 spikes higher and yet the VIX remains elevated.   The S&P then rolls over later in the day. Could be the triple witch, but we’ll play it as non-confirmation … Continue reading

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Current State of the Market in a Sea of Volatility – 2.0

Time for another re-post. Amazing how things have changed very little since last September.  Still waiting for that comprehensive plan. The Current State of the Market in a Sea of Volatility Originally Posted on September 13, 2011 The picture below really … Continue reading

Posted in Black Swan Watch, Equities, Euro | Tagged , , , , , | 13 Comments

The Current State of the Market in a Sea of Volatility

The picture below really captures the volatility of the current market and how traders must remain detached like the Coast Guard cutter closely monitoring how the ship (market) is listing.  When too many are standing on one side of the … Continue reading

Posted in Black Swan Watch, Euro, Fiscal Policy, Global Stock Performance, Monetary Policy, PIIGS, Sovereign Debt, Sovereign Risk | Tagged , , , , , | 2 Comments

Mr. Toad’s Wild Ride!

Wow! What a day.  Incredible moves.   Scared markets.   Capital stampeding like buffalo not knowing where to go.   Great if you’re on the right side of the volatility, but you still needed a neck brace from the whiplash. It’s gonna … Continue reading

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