Tags » Volatility

‘Smart Beta’: Bridging Active Vs. Passive and managing risk via volatility

Institutional investors have used alternative weighting and factor-driven strategies since the 1970s, though no one called them “smart beta” back then. Now that the term has become mainstream, nonmarket-cap-weighted ETFs have gained steam. 198 more words

Board Member

Stocks are a Wild Ride Thanksgiving Week

Traders usually take off Thanksgiving week. Volatility traders might want to reconsider. Since 2000 the volatility of the week has been consistently above long term VIX levels.  104 more words


VIX Futures Curve back to New Normal

The VIX futures curve shows the current expectations for stock market volatility over time. The chart below shows the curve over four different points in time: 268 more words

Central Banks

With GDP growing and incomes catching up with inflation all is well - or is it?

The headlines would have us believe things are now going well but the underlying trends in our economy, which would lead to us having a “viable” economy – one with social, economic justice and environmental sustainability leading to human well being, are all in reverse. 2,253 more words


How to Invest in the Age of Deflation (and High Volatility)

We are convinced that, after the long bull market run, we are now entering a new phase where volatility is going to remain a principal feature and where returns are going to remain suppressed for a long time.  513 more words


Round 3: winning the mental battle against volatility using managed futures

In the previous posts (here and here) I have illustrated a couple approaches to one of the most dangerous parts of personal investing: the mental anguish caused by volatile (equity) markets.   605 more words