Last year we spilled a decent amount of ink on these pages about the unhealthy breadth situation in U.S. stocks, with a dozen or so mega-cap stocks masking poor performance from thousands of others. This …
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Just a few weeks ago, when odds of a June or July rate hike spiked on FOMC minutes that indicated a willingness for a Summer rate hike, we made the argument that it was more …
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On February 5th, near the height of the most recent vol spike (below) we decided to take off half of our long vol structure and let the other half ride in case of more volatility …
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We went over our VIX sturcture yesterday (below) and with the market down this morning and the spot VIX back over 20, the structure is trading about $2. So from a risk/reward perspective it makes …
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In December we re-initiated our go to VIX portfolio protection trade with the spot VIX around 13.33. With the recent selling in the market and the spot VIX flying higher than 20 yesterday, its a …
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The VIX is up again this morning, even in a flat market to start the day. We discussed the slow and steady rise in the VIX over the past 3 weeks in this morning’s CotD …
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About a month ago we bought a call spread risk reversal in the VIX (below), which has come into the money with the the index getting a little pop as investors contemplate a December Taper …
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The spot VIX has seen a decent pop the last few days coming off its Thanksgiving week lows. Because of that it’s a good time to take a look at our VIX trade and how …
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The heightened focus on the monthly Nonfarm Payrolls report over the last 5 years has been directly due to the Federal Reserve’s emphasis on the employment picture in its policy decision-making. Market participants have been …
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