Tags » Volatility

Chart Check (A History Of Major Treasury Selloffs)

Ok look, it’s anyone’s guess where yields are going to be in 12 months.

Rates strategists are tying themselves in knots trying to process all of the incoming information. 177 more words


Anatomy Of A Flash Crashing Black Swan

Let’s see, in 2015 there was the Swiss franc in January, German bunds in April/May, Chinese stocks over the summer, the Chinese yuan on August 11, and then global stocks less than two weeks after that. 1,757 more words


Without Seeing there is No Insight

For article on the 20 words that can change your recovery and your relationships, click on photo above.

I write articles about wellness, leadership, parenting and personal growth. 76 more words

Mental Health

Monday Morning Chart Check ("Clean And Hard" Edition)

UK PM Theresa May prefers her Brexit’s “clean and hard” according to The Sunday Times, and overnight we got a preview of what that feels like courtesy of FX markets which slapped the pound below 1.20 for the first time since the October flash crash. 26 more words


Bad News for Active Management: Correlations High & Dispersion Low

According to the excellent S&P Indexology Blog, dispersion and correlation – two key measures of the potential for active management to add value – were flashing warning signs for active management at the end of Sept 2016. 78 more words

Active Management

Cartoon Break (Risk)

In light of the glaring discrepancy between economic policy uncertainty and vol. (as depicted in “Chart Check (Heisenberg ‘Uncertainty’ Principle)“, this seemed appropriate…

Via Morgan Stanley:


Chart Check (Heisenberg "Uncertainty" Principle)

Certainly seems like given the current elevated levels of policy uncertainty (as measured by the Economic Policy Uncertainty Index), the market’s fear gauge should be well above an 11 handle. 11 more words