Equity market volatility is low. Hence, recommendations to invest in volatility are abundant again. But before you pursue such an investment, let me warn you first. Because, making a profit from such an investment strategy requires perfect foresight. On average, a long position in volatility is a very unprofitable strategy. Especially, when volatility is low! […]
April has arrived. Hence, spring is in the air. Well, if you live in the Northern Hemisphere, that is. Apart from bringing more pleasant weather, April also tends to be […]
Equity market volatility is low. Hence, recommendations to invest in volatility are abundant again. But before you pursue such an investment, let me warn you first. Because, making a profit […]
The relationship between stock market returns and volatility is negative. Common investor knowledge, I presume. Since the start of this millennium the correlation between weekly changes in the VIX index […]
The World Cup is upon us! Just a few days left until the biggest sports event on earth gets underway. Soccer hysteria will take over daily life in many countries […]
This week was dominated by the ECB meeting on Thursday. While the ECB, again, refrained from changing its monetary policy, Draghi did seem to hint at some action in June, […]
May has arrived and so the well-known investor rule to Sell in May is making headlines. In my experience the amount of media attention the Sell in May effect gets, […]
Please take a look at the graph below. Since the start of the great recovery in stock markets worldwide in March of 2009, China has not been able to keep […]
The ‘as goes January, so goes the year’ phrase implies that the return on the stock market in January is a bellwether for the rest of the year. And since […]
Zero interest rates, an endless array of stimulative measures taken by central banks, and yet no sign of inflation. Quite the contrary. US inflation stands at only 1.2% and has […]
