Showing posts with label VIX. Show all posts
Showing posts with label VIX. Show all posts
Friday, April 27, 2018

27/4/18: The Goldilocks Economy of State Policies

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My column for the current issue of the Cayman Financial Review  is out:  http://www.caymanfinancialreview.com/2018/04/19/the-goldilocks-ec...
Wednesday, April 25, 2018

25/4/18: 90 years of Volatility: VIX & S&P

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A great chart from Goldman Sachs via @Schuldensuehner showing extreme events in markets volatility using overlay of VIX and realised volat...
Tuesday, February 27, 2018

27/2/18: Volatility & Uncertainty are Back with a Bang

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My recent article on markets volatility for the Sunday Business Post   https://www.businesspost.ie/business/volatility-uncertainty-back-ba...
Wednesday, June 7, 2017

7/6/17: Equity Markets Continue to Mis-price Policy Risks

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There has been some moderation in the overall levels of Economic Policy Uncertainty, globally, over the course of May. The decline was pri...
Friday, February 24, 2017

23/2/17: Welcome to the VUCA World

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Much has been said recently about the collapse of ‘risk gauges’ in the financial markets, especially on foot of the historically low readi...
Saturday, December 26, 2015

26/12/15: A Trendless World of 'Recovery'?

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Anyone watching financial markets and economics in 2015 would know that this year was marked by a huge rise in volatility. Not the continu...
Monday, June 9, 2014

9/6/2014: 2 charts, 2 markets, same nagging sensation...

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Two charts worth paying close attention to: The first one from Deutsche Bank: The above is showing ratio of S&P500 Price/Earnin...
Tuesday, June 25, 2013

25/6/2013: What the hell is going on in the markets?

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Two charts from Pictet neatly illustrate the ongoing bonds markets correction: My two cents on what's going on in the markets t...
Sunday, January 1, 2012

1/1/2012: Groundhog Year 2012 - part 1

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In the tradition of looking back at the year passed, let's take a quick view of one of my favorite indicators for risk assets fundament...
Friday, September 9, 2011

09/09/2011: VIX - another blow out

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EU debt disaster and US own woes or just EU debt disaster, who knows, but VIX - that indicator of overall risk perceptions in the markets - ...
Thursday, August 18, 2011

18/08/2011: VIX signals crunch time for the crisis

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Summary: Few charts on VIX - hitting historic, second highest ever, 1-day dynamic semi-variance range: VIX itself above and intraday r...
Tuesday, August 9, 2011

10/08/2011: Was US markets panic behind Irish banks shares crash?

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I've just crunched through some interesting data on VIX and Irish Financials index IFIN and there are some interesting results. To re...
Monday, August 8, 2011

08/08/2011: What VIX tells us about today's markets meltdown

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Let's chart what I called the Roy Lichtenstein-styled "KABOOM" moment for the markets today. Recall that by definition the CBO...
Monday, June 28, 2010

Economics 28/06/2010: Watch out for VIX

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Short-term VIX options and VIX itself are starting this week on the upside... is risk contagion spreading from sovereign bonds to corporate?...
Monday, August 17, 2009

Economics 17/08/2009: US markets jitters

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US Markets: I've told you to be weary of the return of volatility. Chart below shows today's sudden- 17% jump in VIX volatility inde...
Thursday, January 1, 2009

Volatility falling?

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In a rare piece of good news VIX index measuring (albeit imperfectly) revealed risk assessments in the US markets, has fallen below 40 on th...