First if you laughed at the title, congratulations you are both a pop-culture junkie and an econ-nerd – this is a very rare combination. The ECB is widely expected to ease monetary policy and eventually …
Continue readingBrian Kelly
Many of you know my friend Brian Kelly from CNBC’s Fast Money program. But what many of you don’t know is that Brain has recently completed a book on Bitcoin and has created his own …
Continue readingOn Friday we detailed how we were looking to “fade” the fear trade in U.S. Treasuries (read here: Name That Trade $TLT: Bonds – From Russia With Love) in the event of another spike and a …
Continue readingLast week on CNBC’s Fast Money, I debated a very formidable opponent in Brian Kelly on the set up for LULU into this morning’s Q1 report. Without having any real insight as to the current …
Continue readingClearly, all markets are more volatile than they have been for at least 18 months. Not much to add, just wanted to add the table showing that all implied volatilities are now above their 52 …
Continue readingEven though the SPX is actually 10 handles higher week-over-week, implied volatility has held up better than would be expected across global equity markets. Vol for the major equity indices are right around their 52 …
Continue readingVolatility markets in every asset class except bonds are in almost the exact same spot they were a week ago, as markets have been jittery, but largely unchanged over the past week. The volatility in …
Continue readingVolatility markets are starting to rise in lockstep across asset classes. The commodity markets were the first to see increased volatility this spring, followed by the currency markets in the past couple weeks, and then …
Continue readingVolatility in all asset classes has ticked up in the past week, but the real movement has been outside of the stock world. I discussed in yesterday’s VIX Snapshot some potential reasons why equity volatility …
Continue readingWhile the 3 month volatility in the SPX has been solidly below its 52 week average for all of 2013, the volatility metrics for the other global indices have popped higher on occasion this year. …
Continue reading