Tag Archives: Volatility

S&P500 Testing Key Support

Hard to to discern the cause of the increase in chop in U.S. equities.  Cyprus?  Overbought? Earnings worry?  Strong dollar’s impact on earnings (see Oracle’s release)? Here’s what we said on March 4th: No doubt the stronger dollar will be … Continue reading

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VIX Spikes and the S&P500

Epic 34% spike in the VIX today. The 1oth largest daily percent increase since 1990 and biggest since August 2011, which, at the time was in the midst of a nasty correction/mini bear market.   The S&P500 is only off … Continue reading

Posted in Equities | Tagged , , | 3 Comments

S&P500/VIX Divergence

Interesting pattern has developed over the past few days.  The S&P500 spikes higher and yet the VIX remains elevated.   The S&P then rolls over later in the day. Could be the triple witch, but we’ll play it as non-confirmation … Continue reading

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Current State of the Market in a Sea of Volatility – 2.0

Time for another re-post. Amazing how things have changed very little since last September.  Still waiting for that comprehensive plan. The Current State of the Market in a Sea of Volatility Originally Posted on September 13, 2011 The picture below really … Continue reading

Posted in Black Swan Watch, Equities, Euro | Tagged , , , , , | 13 Comments

The Current State of the Market in a Sea of Volatility

The picture below really captures the volatility of the current market and how traders must remain detached like the Coast Guard cutter closely monitoring how the ship (market) is listing.  When too many are standing on one side of the … Continue reading

Posted in Black Swan Watch, Euro, Fiscal Policy, Global Stock Performance, Monetary Policy, PIIGS, Sovereign Debt, Sovereign Risk | Tagged , , , , , | 2 Comments

Mr. Toad’s Wild Ride!

Wow! What a day.  Incredible moves.   Scared markets.   Capital stampeding like buffalo not knowing where to go.   Great if you’re on the right side of the volatility, but you still needed a neck brace from the whiplash. It’s gonna … Continue reading

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Stat of the Day: Average Daily Return on Up Days…..

We thought this is an interesting statistic.   Of the major equity markets we track, the Brazilian Bovespa ranks número um in terms of the average daily return on up days.  We need to do further work on this,  controlling for … Continue reading

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