Volatility feels more extreme than it actually is
Markets have seen a sharp increase in volatility in recent weeks, with the S&P 500 experiencing its worst December month since 1931. But, looking back at the history, the total […]
Markets have seen a sharp increase in volatility in recent weeks, with the S&P 500 experiencing its worst December month since 1931. But, looking back at the history, the total […]
Markets are unnervingly calm these days. During the last six months, the realized volatility of the S&P 500 Index fell to the lowest level in more than half a century. […]
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! […]
I start off this episode of the Week End Blog with a shameless example of self-advertisement. This week I made it to Business Insider’s list of ‘the 128 finance people […]
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 […]