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Tag Archives: VIX

Week End Blog – Wanted: Easy Monetary Policy

September 4, 2015by jsblokland Leave a comment

Didn’t you love the military parade in China? Not because of the military ‘gadgets’ that were showcased, but primarily because Chinese markets were closed for a couple of days. Some […]

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FINANCIAL MARKETS, MACRO

Week End Blog – with Sharks, Fertility Rates, Chinese Gravity , and… Greece

June 26, 2015by jsblokland Leave a comment

Last week I surrendered and dedicated most of my blog to Greece. Perhaps that was under the (unknowingly) naive assumption that Greece would have gone away by now. But, of […]

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FINANCIAL MARKETS, MACRO

Three charts on stock markets & volatility

January 12, 2015by jsblokland Leave a comment

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 […]

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EQUITIES, FINANCIAL MARKETS, TACTICAL ASSET ALLOCATION

The Problem with Volatility Investing

October 21, 2014by jsblokland 1 Comment

Volatility is back. And it has not gone unnoticed. As the VIX index spiked to above 25 for the first time since June 2012, US equities plunged 8% since the […]

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EQUITIES, FINANCIAL MARKETS, TACTICAL ASSET ALLOCATION

Week End Blog – China’s dilemma, vanishing yields, and stock picker Yellen

July 18, 2014by jsblokland Leave a comment

This week was overshadowed by sad events in the Ukraine and the Middle-East. The phrase of ‘it’s all relative’ comes to mind. The events had their impact on financial markets. […]

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FINANCIAL MARKETS, MACRO

Week End Blog – US inflation, the low volatility saga and Chinese house prices

June 20, 2014by jsblokland 1 Comment

Ms. Yellen took center stage this week as the Fed again trimmed its bond buying program. The Fed cut its estimate for this year’s US economic growth, after a dismal […]

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BONDS, EQUITIES, FINANCIAL MARKETS, MACRO

Weekend End Blog – The ECB delivers, slowing BRICS and Missing Volatility

June 6, 2014by jsblokland Leave a comment

The ECB monetary policy meeting yesterday was the financial event of the year, so far. As expected the ECB lowered interest rates, including an introduction of a negative deposit facility […]

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FINANCIAL MARKETS, MACRO

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  • US #houseprices fell again and are down each month reported (until November) since July. The cumulative decline is… twitter.com/i/web/status/1… 21 minutes ago
  • This is an exciting set-up for tomorrow's #FOMC meeting. Markets increasingly focused on a hiking pause, which hist… twitter.com/i/web/status/1… 5 hours ago
  • A massive miss in December German retail sales, which fell a whopping 5.3% (against a 0.2% decline expected). While… twitter.com/i/web/status/1… 7 hours ago
  • Many focus on the 0.3% decline in #Spain's month-on-month headline #CPI in January. And, if you lack the whole pict… twitter.com/i/web/status/1… 7 hours ago
  • 'The Truth Behind #Spain's #Inflation Numbers – UGLY' - seasonal factors reveal inflationary pressures very high -… twitter.com/i/web/status/1… 8 hours ago
  • #China's Manufacturing and Non-Manufacturing #PMI spiked to above 50 in January as the reopening takes hold. It wil… twitter.com/i/web/status/1… 12 hours ago
  • Monetary Policy Poll! Where will the Fed Funds Target Rate peak in this tightening cycle? 21 hours ago
  • Beware of the #buybacks! Unless #earnings start to decline of course… (chart via @ISABELNET_SA) https://t.co/X96VN3moMK 21 hours ago
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