VIX and MOVE Rolling Correlation

VIX and MOVE Rolling Correlation Periods of high correlation between safe and risk assets are generally not good for balanced portfolios, because diversification is hard to find. Image: Arbor Research & Trading LLC

VIX and MOVE Correlation

VIX and MOVE Correlation Periods of high correlation between VIX and MOVE are not good for balanced portfolios, because diversification is hard to find. Image: Arbor Research & Trading LLC

MOVE vs. Treasury Term Premium

MOVE vs. Treasury Term Premium This chart shows the nice correlation between MOVE (implied volatility of U.S. Treasury markets) and the Treasury term premium. The term premium is the risk premium (or the bonus) that investors receive for the risk of owning longer-term bonds. Image: Longview Economics, Macrobond

Investor Movement Index vs. S&P 500

Investor Movement Index vs. S&P 500 The Investor Movement Index indicates the sentiment of TD Ameritrade retail investors. Thus, retail investors are net buyers of equities when the stock market is expensive, and they are net sellers of equities when the stock market is cheap. As usual, retail investors react to equity price movements. They buy and sell…

U.S. Demographics – Portfolio Allocation to Equities

U.S. Demographics – Portfolio Allocation to Equities Chart suggesting that the average U.S. investor will move from holding 59% in equities to 56% by 2031, due to aging. Image: Arbor Research & Trading LLC

Oil, Gold, Silver, and Wheat vs. Commodities

Oil, Gold, Silver, and Wheat vs. Commodities Chart showing that individual commodities have historically moved together over a long period of time. Image: Wells Fargo Investment Institute