Category: VIX and Volatility

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 […]

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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 […]

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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 […]

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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: […]

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21 Feb 2019

Throwback Thursday: Vixmaggaedon

In early 2018, stocks had just given investors a 6% return in the month gone by, after posting 21% in 2017, after averaging about 15% per year in the eight years before that. It seemed like all systems go – business as usual – with a benign VIX reading of 13.50 showing markets expecting annualized […]

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18 Dec 2018

Are we in a new (higher) VIX regime?

Orange is the new black. Different is the new normal. Is 20 VIX the new 15 VIX? That’s the question put forward by Bloomberg in their recent piece titled: “Battered and Bruised, Wall Street Makes Peace With Volatility”, where they have some juicy lines like: Markets are “beginning to accept a shift in the volatility […]

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25 Oct 2018

VIX: Not All 1,000 pt drops are the same

We jokingly tweeted out yesterday how the VIX’s three different reactions to seemingly similar market sell offs this year has reminded us of the many faces of Jim Carrey. Here’s the imagery to go along with that concept:                   But all jokes aside, it’s worth noting the movement […]

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