Tags » Volatility

"A Glaring Error Of Omission"

VaR shocks. Taper tantrums.

I talk about such things a lot. And with good reason.

Investors have a discernible tendency to dismiss discussions of cross-asset correlations as if the subject should be confined to jet propulsion laboratories. 479 more words

10Y

How to Potentially Enhance Equity Performance in a Climate of Uncertainty

As challenging as the investment landscape has been, we expect it to be even more so going forward. Global growth is slow, and the returns we have seen in recent years have been pulled forward by quantitative easing and the low interest-rate environment. 73 more words

Market Outlook

PART 4: Volatility (VXX) | A Daily Study in Crash-Like Acceleration

VXX etf | Currently the VXX DAILY model projects a peak in markets at mid August 2017 Рaligning with previous models.  This VXX red dashed wave projects to the +50 for major turning points in markets Рit picked early August 2015, early December 2015, and early August 2017

Brschultz

"JP Merlin" Returns: Quant Wizard Kolanovic Weighs In On Volatility, Geopolitics, And The Fed

He doesn’t have a long, white beard. He doesn’t wear a robe or a pointy hat. And he doesn’t walk with a gnarled, magic staff. 1,816 more words

S&P 500

Pisces Solar Eclipse

There is so much happening during this block of time February 20th through the first week of March, that if it is at all possible, give yourself some space and room to breathe and open yourself to change and revitalization. 1,196 more words

Why worry?

Published February 17, 2017

After two months spent churning around while the Nasdaq index caught up, stocks have powered upward so far this month. With this second leg of the post-election rally kicked off, investors have a substantial fear of missing out (FOMO as the social media set would call it). 286 more words

Weekly Update

"Has The Whole World Gone Crazy?!"

In the immortal words of Walter Sobchak:

Has the whole world gone crazy?! Am I the only one around here who gives a sh*t about the rules?!

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Europe