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 […]
Tag Archives: VIX index
Calm before the Storm?
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. […]
Betting on rising volatility is a loss-making strategy!
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! […]
Week End Blog – Central Bank Headline Headaches!
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 […]
Be aware! Betting on rising volatility requires an impeccable timing skill!
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 […]
