Crude Oil Volatility: Not Unprecedented
Geopolitics are dominating the markets, and crude oil is front and center. The war in Iran, and the related closing of the Straits of Hormuz, ...
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Blogs
The New Situation in the Middle East and Crude Oil
October 9, 2023Before 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, ...
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The VIX Isn’t Broken!
September 5, 2023Over 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. ...
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Effectiveness and Issues of Celebrity Endorsement in Global Pharmaceutical Industry: Novo Nordisk Case
September 1, 2023Celebrity endorsement in the global pharmaceutical industry has always been a controversial subject. On the one hand, celebrity promotion enables millions of people to get awareness of the medication suitable for their existing health needs. On the other hand, celebrity ...
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Implied Correlations: On the Rise from All-Time Lows?
August 30, 2023Correlations 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 ...
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The Ukraine War: Are Grain Shortages Imminent?
July 31, 2023The 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, ...
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Teaching an Old Ratio New Tricks
July 20, 2023The 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, ...
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The Russian Coup and Commodities
July 3, 2023Although 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 ...
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Woodseer Dividend Forecast Data Available to Academic Researchers
June 22, 2023OptionMetrics and Woodseer are excited to announce the launch of the Woodseer dividend forecast dataset to Academic Researchers. The Woodseer dataset can be leveraged by academia to assess expected dividend payouts, investment strategies, security performance, and more in academic research. OptionMetrics have a ...
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Nvidia: Emerging as a Risky Megacap Outlier
June 14, 2023The 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, ...
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