The VIX: Upside Potential?
Given the significantly increased tensions due to the war in the Middle East and its unexpected nature, the reaction of the VIX has been muted, ...
Read moreGiven the significantly increased tensions due to the war in the Middle East and its unexpected nature, the reaction of the VIX has been muted, ...
Read moreThe popularity of 0-day to expiration (0-DTE) options among investors has surged since their introduction in 2022. Given the relatively recent emergence of 0-DTE options, research into their intraday behavior is still in its early stages. In this post, we ...
Read moreBefore the unexpected outbreak of hostilities in the Mideast over the weekend, it looked like the rally in crude was finally running out of steam. Unfortunately, crude is now part of the "fear trade" nexus, along with gold, the VIX, ...
Read moreOver the last few months, there has been a steady chorus of traders and social media commentators claiming that the VIX is somehow “broken,” i.e., the index no longer responds adequately or sufficiently to economic crises, market movement, or sentiment. ...
Read moreCorrelations play a pivotal yet sometimes overlooked role in predicting future market volatility. The correlation between stocks within a portfolio reflects their tendency to move in tandem. Stocks that exhibit strong positive correlation indicate a lack of diversification, subsequently amplifying ...
Read moreThe war in Ukraine continues with no clear winner in site. Last month’s attempted coup in Russia served to intensify both sides’ determination to gain an advantage, whether through pressure on the battlefield or through other, indirect means. For Russia, ...
Read moreThe Put/Call (PC) ratio is a very common indicator that traders use to measure investor sentiment. Given their highly publicized use in trading strategies, using put/calls as a signal to generate excess returns can be near impossible. In today’s market, ...
Read moreAlthough it’s hard to tell by reading only the financial news, there was a mutiny last weekend in Russia. This was one of the biggest international news stories so far this year; Russia (the Soviet Union) hasn’t had a coup ...
Read moreThe AI-fueled rally has propelled Nvidia to extraordinary gains this year. Among the large megacap tech stocks, which have collectively contributed to the resurgent S&P 500, Nvidia stands out as the sector leader, boasting a staggering 160% year-to-date gain. However, ...
Read moreThe Canadian options market has seen tremendous growth over the past decade, with both open interest and trading volume increasing substantially. In this article, we’ll take a closer look at the growth of the Canadian options market, using two charts ...
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