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 […]
Category: VIX and Volatility
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 […]
16
Mar
2020
The BEST VIX/Volatility Follows on Twitter
It’s a crazy time…. like, VIX at highest levels since 2008 crazy… Who do you listen to about this spike? Who knows how out of whack the VIX curve is? What spreads look like… and what this all may mean for markets…. We’ve gathered up a list of top twitter follows for these crazy […]
04
Mar
2020
How’s your (Alts) Portfolio Doing?
Last week was a great time to look in the (portfolio) mirror and ask yourself what you see. As Taylor Pearson of Mutiny put it succinctly on Twitter: If the stock market dropping 5% causes you to freak out, it’s probably a good time to re-evaluate either/both: 1. The effectiveness of your portfolio’s diversification 2. […]
27
Feb
2020
Protecting Against a Market Mutiny with Tail Risk, Convexity, & Long Vol on The Derivative
Has anyone been having fun the past few days? The “market”, as if there’s only one, has been in free-fall as the world tries to figure out what this Corona Virus will look like in terms of a possible global pandemic, down -8% in a week. That’s not a terribly huge move in the grand […]
25
Feb
2020
5th Biggest VIX spike past 20 years?
Did that feel like the 5th scariest day in the markets the past 20 years to anyone? Sure didn’t here in our shop, with groups like Breakout Funds, Deepfield, and others scoring gains on the Covid-19 fueled sell off. But the VIX saw it’s 5th largest spike on a daily basis in the past 20 […]
22
Jan
2020
Will we ever stop talking about the VIX?
We’re honestly not totally sure if we’ll ever stop talking about the VIX. We correctly guessed (not that hard) the VIX was going to be a big part of the 2019 conversation, and we’re back 365 days later in our Managed Futures Outlook 2020 talking about it again: … did anything really change in terms […]
24
Sep
2019
A thoughtful VIXperiment
We’ve all been rather trained to be very cautious around the VIX, you know – with infographics like this one showing you’ll likely lose all your money and VIXmageddon last February and all. But those who trade the VIX don’t just buy the VIX and hope for the best, or sell it and pray there’s […]
16
Sep
2019
Crude Traders…. Remember the Middle East?
Like a Fresh Prince of Bel Air flashback from the early 1990s, middle east violence and geopolitical fears shot back into commodity traders’ lexicon yesterday – with Oil spiking nearly 20% on news there was a coordinated drone attack against Saudi Arabia’s oil infrastructure. The fantastical headlines by the likes of CNBC followed shortly after: […]
