“Months after the VIX spike, bid/ask depth is still not back to normal”.
Category: volatility
Where The Wild Things Are: Revisiting The Forgotten Horizon In The Volatility- Leverage Space
“And now,” cried Max, “let the wild rumpus start!†…
All Quiet On The Western Front?
Not exactly.
The ‘Non-Stop Event Risk Cabaret’: This Is The Tie That Binds 2018’s Market Shocks
“Buy the dip” is now “sell the rip”, don’t ya know?
Heat Wave? One Bank Checks Their Heatmap For Signs Of A High Volatility Regime
“Overall, the broad picture remains healthy”, but at the same time…
(Black) Swan Lake
Duck, duck, swan.
For One Bank, This Is ‘One Of The Most Striking Developments Of The Past Few Weeks’
Hint: it’s the normalization of U.S. equity volatility.
‘They’re Still The Largest Sellers Of Vol.’: And So, The Baton Is Passed To Forward Guidance
Remember, “transparency as a way of stabilizing the markets has become a tool of suboptimal control.”
‘February Was As Significant As The 2007 Quant Meltdown’: Here’s What Goldman Expects For Volatility
Just buy the dip, Jerry. Everyone’s buying the dip.
Volatility: Proudly Made In The U.S.A.
Make domestic equities volatility again. #MDEVA
Revisiting The Hierarchy Of Vulnerability (Again)
The bottom line (or at least from where I’m sitting), is this…
Let’s Talk About ‘Extreme’ Moves And Volatility Spillover Some More, Ok?
And so the debate continues.
‘A Taste Of The High (Vol.) Life’, Courtesy Of Goldman
Again, please: “We’re not in Kansas anymore.”
One Trader Asks: ‘When Will The Volatility Finally Spread?’
“Instead of mindlessly staring at the VIX to get a sense of the market’s volatility worries, I have created a new index.”
Have You Heard The One About The Dirty Shirt And The Flat Skew?
Ok, but who eats messy food in a spotless white shirt?
‘Rates < HY < IG < Equity': Hierarchy Of Vulnerability Revisited
“This seemingly counterintuitive result has a distinct ‘path-dependent’ flavor.”
Trader: This ‘Out-Of-The-Blue Outcome Could Hurt Some Market Players’
“While there can be no denying that stock markets often take the escalator up and the elevator down, this generalization is far from a law of nature.”
As Geopolitical, Policy Risks Build, This Is The ‘Hierarchy Of Vulnerability’
“…which market sectors are going to be the more vulnerable than the others?” Â
Breathe In, Breathe Out
“Waiting to inhale.”
There’s Nowhere To Hide.
Good luck.
One Bank Sees Volatility ‘Spilling All Over The Place’
“…volatility across various asset classes can be at times highly correlated and hence the extraordinary growth of short volatility strategies might create risks.”
Goldman Asks The Big Question: Is This The End Of The Low Vol. Regime?
The narrative in 2017 revolved around two things…
Good News: Marko Kolanovic Still Sounds Pretty Bullish
Gandalf. Need more Gandalf.
You must be logged in to post a comment.