VIX and volatility are buzz words that every trader knows, thinks about, and maybe even utilizes. But VIX and volatility are subjects to not be taken too lightly – experts like Joe Tigay of Equity Armor Investments have spent years and years perfecting an understanding of the VIX curve, skew, and timing to get in […]
Category: Markets
21
Apr
2020
Crude Oil goes Negative… What^%$# on The Derivative
Has anyone seen oil perform like this…..ever??? This is one of the most bizarre things I have ever seen. The price of crude #oil according to the expiring May future contract is USD -40. pic.twitter.com/7g0PtmZqAw — jeroen blokland (@jsblokland) April 20, 2020 For the first time in history, crude oil went negative – and not […]
21
Apr
2020
Asset Class Scoreboard: Mid-April 2020
Earlier this month we reported on asset class performance: March 2020: Red Wedding Version; and as far as YTD is concerned, it’s the Red Wedding Part 2. But for mid-month asset class performance on it’s own, we’re seeing some positive growth fueled by stimulus checks and increasing confidence from American investors — and to be […]
17
Apr
2020
Exchanging Intellectual Assets with $TAIL, $SYLD $GVAL ETF-icionado Meb Faber on The Derivative
Author Asset Manager FinTwit Must Follow Podcaster Industry Thought Leader CEO/CIO There’s no exaggeration when describing Meb Faber as an influencer in the alts and investment world. His experience spans CEO/CIO of Cambria Investments, running his own popular podcast, and being a thought leader in the FinTwit world. In this can’t miss episode, we pick […]
15
Apr
2020
March Manager Performance Snapshot
Commodity Program Last Month YTD Minimum Cayler CapitalQ 14.94% 18.72% 125K Red Rock Commodity Long Short 13.16% 25.15% 500K Jaguar AegirQ 9.14% 10.79% 1MM Aquantum Commodity 3.58% 7.87% 5MM Aquantum EnergyQ 2.20% 7.46% 5MM Emil Van Essen SpreadQ -1.17% -15.66% 5MM Auspice Short TermQ -1.27% 0.17% 5MM Caerus Group Oil Futures Trading Program -1.64% -18.06% 200K […]
13
Apr
2020
The Principles of VIX Trading on The Derivative
The early world of VIX trading can be closely likened to the wild, wild West – or as some say – fun. Competition was lower, there were less algos and AI integration, and overall had lower volume and liquidity. And now – the VIX is an established and globally recognized gauge of U.S. equity market […]
09
Apr
2020
How’s Managed Futures Doing during the Corona-Crash
We’re going to get into a bit of a deep dive on just how the more classic managed futures profile (you, know, crisis period performing trend follower types) have performed during the past month and a half. We’ve covered some of the non-classic vol traders doing well here and here, but how has the asset […]
02
Apr
2020
So…Now What? Did I miss the Opportunity for Tail Risk Protection?
We’ve been telling anyone who would listen to properly diversify into something that actually does well in a market crash (like, here, and here, and here). Something with dynamic investment strategies that react to paradigm shifts and get on board with them. Things that do well in volatility spikes, but also when the spikes don’t […]
25
Mar
2020
S&P Down, VIX Down – what gives?
If anyone doesn’t know yet based off this month, and VIXmageddon in 2018, and the 2008 financial crisis – the VIX, or fear index as it’s known to have been called from time to time, rises quite rapidly when the stock market falls. There are all sorts of reasons for this, but the primary one […]
23
Mar
2020
Capturing the Global Sell-Off with Deep Field Capital on The Derivative
With seemingly insane bouts of market volatility making headlines for more than a month now, with this company and that strategy losing double digit percentages as markets continue to fall; our team has been fielding a ton of callings asking who’s been capturing a crazy market like this. We’ve also somehow found the time to […]
