On several fronts, one could argue that uncertainty has diminished materially over the last few
Category: volatility
Right Tail Only, Please
By now, most market participants with more than a passing interest in the day-to-day goings-on
Grab Your (Left) Tails
After poking their heads “out of the bunker” beginning early last month, market participants are
MRA’s Curnutt Suggests Cure For Fund Manager ‘ROMO’
Whenever it feels like a melt-up might be afoot, market participants (and the media) go
Vol Control Plunge Protection, Gamma Gravity & April’s ‘Impulse Turn’
If there’s “extra” equity supply out there due to any rebalancing away from stocks and
Marko Kolanovic: Don’t Fear The ‘Broadly Advertised’ Rebalancing Story
“There will be no monthly selling, and indeed there could be buying of equities into
Nomura’s McElligott: The Curve ‘Has Single-Handedly Told The Tale Of 2021’
If you’re looking to hear the story of 2021 (for markets, I mean) you should
Like A Lion
“March came in like a proverbial lion,” Bloomberg’s Laura Cooper wrote Tuesday. “Sure, a Chinese
Don’t Be A Hero Without The Fed
Some were “undaunted” by the second week of losses for US equities, which finally seemed
Marko Kolanovic Finds A Bubble – In The VIX
Marko Kolanovic says the VIX is “bound to decline.” In a Wednesday note, Kolanovic blamed
Nomura’s McElligott On A ‘Messy’ Nasdaq Amid Duration Drama
“This further acceleration in the rates selloff is re-triggering the same point I’ve made in
Charlie McElligott’s ‘Toggle’ Motto: Why A Broken Vol Market Matters
Over the past week (maybe two), Nomura’s Charlie McElligott has been keen to emphasize that
The VIX Is Still Screaming ‘Accident,’ Nomura’s McElligott Cautions
US electricity markets grappling with a vicious deep-freeze aren’t the only places where a supply/demand
Nomura’s McElligott: This Is ‘The BIG Thing We Need To Watch For’
Investors are increasingly prone to grabbing for upside index exposure. It was cheap (previously, folks
What If Reddit Targets The Volatility Complex?
Will the retail army target the VIX complex next? That’s a question we probably shouldn’t
Nomura’s McElligott: ‘The VIX Is Broken — Again’
“From a Vol market perspective, the issue is that the VIX is broken — again,”
Nomura’s McElligott On Neon Swans From WallStreetBets
“The Empire Strikes Back,” Nomura’s Charlie McElligott chuckled on Thursday, as platforms began to implement
Stocks’ ‘Surrogate Buy Flow’ Could Reach $96 Billion, Nomura’s McElligott Says
US equities are getting a helping hand from a familiar place. “Systematic Vol Control is
‘Agnostic’ Sellers: The ‘Doom Loop’ During The Pandemic
Name something more potentially dangerous than “a large, fundamentals-agnostic, owner of equities.” Go ahead, I’ll
Where We Are & Where We Could Be Going
You can thank, in part anyway, the virtuous volatility compression feedback loop for US equities’
Nomura’s McElligott Talks Georgia, ‘Neon Swan’ Parallel
Early Wednesday, while documenting the initial reaction to a likely Democrat-controlled Senate following the Georgia
Bubble, Bubble, Froth & Frenzy
“To wake [up] and see Bitcoin down 15% at one point overnight was certainly reflective
‘Pain Point’: Nomura’s McElligott On Dollar Squeeze, Gamma Drop-Off
The dollar jumped the most since March on Monday before eventually trimming gains. The initial
A ‘Big Change’ In Hedging Focus. And Don’t Forget About Tesla
Every box was checked. The worst-case, “science fiction” election outcome didn’t play out, even as
Bullish Catalysts And Volatility Suppressants For 2021
Let’s talk bullish catalysts. Or, if you like, we can call them “factors with the
Hot Takes Galore: Key Macro Thoughts And ‘Good Stuff’ With Nomura’s McElligott
Whatever happens later, the “now” is still under the influence of the same set of
Nomura’s McElligott: ‘Right-Tail, Crash-Up’ Still Most Likely Scenario Despite ‘Scary’ Sentiment Overshoot
The ongoing compression of realized volatility into a rally that saw US equities push to
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