From our in-house Millennial – Blake Kelley. If you’re a millennial, you’re acutely aware that you’ve killed everything. Seriously, google term millennial and you’ll see article after article about destroying entire industries and thus life as we know it. It’s laughable. Here’s a small collection Buzzfeed put together: The financial industry is no exception. Wall Street […]
Category: Markets
12
Jun
2017
The Fed’s No Volatility Mandate
Open Interest has nearly doubled since this boring rate cycle began at the end of 2015/beginning of 2016.
07
Jun
2017
INFOGRAPHIC: Honey, I Shrunk the VIX
There’s been a growing chorus lately suggesting that perhaps the record low VIX readings aren’t due to record low feelings about volatility, but instead due to the dramatic increase in VIX products and assets betting on decreases in volatility.
01
Jun
2017
Asset Class Scoreboard May
Another month, another new all-time high in the U.S. stock market.
30
May
2017
Quants Run Wall St. Now?
We were sort of confused when we noticed the Wall Street Journal is doing an entire series on what they’re calling “the quants,” including the lead article
23
May
2017
Are Stocks as Consistent as they appear to be?
What people are more interested in when talking about consistency, in our experience, is not how many days were down over 1%, it’s what percent of the time an investment is positive versus negative.
18
May
2017
Raise Hold or Fold this VIX Move?
All of a sudden the 45% move doesn’t look so exciting when we consider what it actually means – traders adjusted their option pricing to assume the annualized volatility over the next 30 days would be 15.59% versus 10.65%
02
May
2017
Asset Class Scoreboard April
World Stocks have established themselves as the 2017 front runner in the asset class scoreboard. The asset class is up double digits in the first four months of the year, up 14.42% over the past 16 months, but unlike U.S. Stocks, it remains in a drawdown. Despite recent gains, World Stocks are 8% off of its 2014 highs. […]
24
Apr
2017
VIX Trordinary
We had three professional hedge fund managers (technically, commodity trading advisors since these are VIX futures) share how they view volatility as an investment opportunity, not just a fear gauge in a recent webinar.
11
Apr
2017
What is Crisis Alpha?
Momentum strategies like trend following and managed futures need at least something happening, seeing their best performance with multiple crisis underway and worst when there are none.
