What happens in the lead-up to “first cuts”?
Category: volatility
From Doomsday To The Largest Cross-Asset Vol. Collapse Since ‘Whatever It Takes’
… in the space of three months.
The ‘Fed Put’ Has A New Strike, Deutsche’s Kocic Says…
“…the math consists of finding the strike that corresponds to the put with lower volatility.”
‘Recessions Used To Be Exciting’: Deutsche’s Kocic Asks If It’s Finally Time To Own Volatility
“Recessions used to be exciting”…
Seeing Red And The Indefinite Suppression Of Rates Volatility
“…it is difficult to build a case for owning rates volatility over any horizon.”
The Evolution Of Cross-Asset Vol. Spikes And July 6, 2021, As Recession D-Day
It starts with stocks…
BTFD Nostalgia: YTD Volatility Drop Among Largest Since 1928
A sight for sore eyes.
The Central Bank Put Is Still There, But ‘Politicians’ Implied Vol.’ Has Exploded
“Have central banks blinked? We think so”…
Marko Kolanovic Explains The ‘Liquidity-Volatility-Flows Feedback Loop’
“… at times of high volatility, the VIX is almost the sole driver of market
liquidity.”
God Bless The Golfers And Bowlers.
Liquidity, volatility and exercises in abject futility.
Good News, Bad News And A Bull That Just Won’t Die
Random musings and such.
Matches, Kindling And Ships In Shallow Seas
“A lack of liquidity is akin to a ship trying to navigate seas without much water – accidents are likely in such an environment.”
Fata Morgana: Financial Parallax And Recession As Subverted Perspective
Self-feeding loops and circular dynamics.
‘Enjoy!’ The Powell Put, Rates Vol. And Other Thoughts On Another Horrific Friday
“Come and play with us, Danny.”
As Chanos Warns On ‘Fragility’, Goldman Tells You Where The Tail Risks Are
Putting some nuance on Jim’s “fragility” warning and “chasing tail” with Goldman.
Marko Kolanovic Delivers 2019 Outlook And It Is Quite Something…
A truly incisive critique from the Street’s most celebrated analyst.
‘Sad Nonsense’: A ‘Whodunit?’ Guide To Tuesday’s Wall Street Mayhem
Line up the usual suspects.
Post-Mortem.
It’s autopsy time.
Rates Volatility And The Indoor Trampoline
Amid the storm, there’s one place where volatility isn’t showing up…
In Search Of A New Fed Put Strike Equilibrium
We’re not there yet.
Why October’s Selloff Doesn’t Look Systemic
Maybe this isn’t “the big one” after all.
Goldman: ‘Naively, Wednesday’s S&P Selloff Was The 5th-Largest Tail Event In History’
More fragility events.
Nomura’s Charlie McElligott Outlines The ‘Two-Speed’ Research Thesis For A ‘Vol-Centric World’
“The changes, the inflections that are made happen unemotionally and happen with significant leverage behind them.”
Where Did The Volatility Go And When Will It Be Back?
“We see a case for being long vol next year.”
‘Winter Is Coming’ For The White House And One Bank Worries The Market ‘Can’t Handle’ Volatility
“Post-election, our biggest concern is whether a complacent market can handle a rise in volatility.”
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