Search Results for: vix

MOVE, VIX and Rising Economic Uncertainty Markets are oddly calm despite rising economic uncertainty. Picture source: Financial Times

VIX & Yield Curve Cycle Since 2007 This chart also shows that we are in a late business cycle. The spread between the 30-year and the 3-month treasury yields is one of the most interesting spreads to watch. In recent history, a recession occurs about 12 to 18 months after the yield curve inverts. Picture…

VIX is in a Transitory State Since 2000, VIX has been between 15 and 19, only 18% of time. Picture source: Citi Trading, Citi Research, Bloomberg

S&P 500 1-Month Volatility History Since 1928 and VIX Since 1990 The stock market crash of 1929, the Black Monday of 1987 and the global financial crisis in 2008 were the most extreme events. Picture source: Goldman Sachs Global Investment Research

“Hedge Funds Are Shorting the VIX at a Rate Never Seen Before” -Bloomberg This certainly won’t not end well. Why do we never learn some lessons and repeat the same mistakes? Picture source: Hedgeye Risk Management LLC