Tags » Volatility

Treasury 10-year Yield Breaks 3%, Then Subsides (How Long Before Inversion?)

Yes, the US Treasury 10-year note yield pieced the 3% barrier … before subsiding.

But the 2-year note continues its rise towards 3%.

How long before curve inversion?

Banking

Is the tail wagging the dog? The impact of VIX exchange traded products on equity volatility

Olga Maizels

Volatility returned to markets in early February, sparked by strong US wage growth data.  After  months of calm, the S&P 500 equity index fell by 4% on 5 February and the VIX – a measure of US equity volatility that is sometimes referred to as Wall Street’s “fear gauge” – experienced its largest one-day move in its 28-year history.  1,693 more words

Financial Markets

Signal Overload: Market in Transition

Markets in the first few months were kind to journalists/analysts and global macro traders alike. Recently, trading themes developed so rapidly they created too much overlapping effect. 1,256 more words

Macro

Investors’ New Headache: It’s Getting Harder to Buy or Sell When They Want

Worsening liquidity comes as banks have reduced inventory of riskier assets and investors more closely track bond indexes

In the options market, liquidity has deteriorated as new exchanges and more products have diluted trading.  1,223 more words

Volatility Creates Opportunity In Bitcoin Futures, Says CEO | CNBC


Luke Ellis, Man Group CEO, provides insight to cryptocurrencies and volatility in the markets.

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News

Market still in the weeds

Happy weekend from Seoul, South Korea

As observed on April 13th, 2660 is a critical test for S&P. It passed with flying colors on Monday and Tuesday April 16th and 17th. 249 more words