equity markets, above and below their current level, in the immediate future. Specifically, VIX measures the implied volatility of the S&P 500® (SPX) for the next 30 days. When implied volatility is high, the VIX level is high and the range of likely values is broad. When implied ...
When we speak of volatility in the financial markets, we necessarily mean the magnitude of price movements, both up and down, over time. So, volatility is how quickly and how far a price trend spreads out. The more dramatic the price swings, the higher the level of volatility. ...
It was super convenient for picking up snacks, drinks, or anything I needed without having to go far. The area around Victory Monument is also lively and offers a lot to explore, with street food, local markets, and other attractions nearby. Overall, I had a fantastic stay at VIX Bangkok...
There is no way to confidently forecast how far stocks could fall from current levels, but using the last two major bear markets as a guide suggests that additional losses could be significant. On the charts, now that the longstanding downtrends in the VIX have been broken, the critical ...
It is calculated by measuring the Fund's performance in quarters when the benchmark goes up and dividing it by the benchmark's return in those quarters. Downside Capture Ratio measures a manager's performance in down markets relative to the Fund's benchmark. It is calculated by measuring ...
First Read Hits & Takes John Lothian & JLN Staff Today I woke up in West Lafayette, Indiana, the home of Purdue University. I am here for a one-day event at the Mitch Daniels School of Business. The "Markets and Moral Sentiments" event at Purdue University's Mitch... Nasdaq Plan Will...
LiquidityBook is set to acquire boutique capital markets fintech provider, Messer Financial Software, in a bid to accelerate its multi-asset capabilities. As part of the acquisition, Bryan Messer has been appointed general manager of Asia Pacific, managing director of portfolio manageme...
However, if we more realistically assume that trades are executed at prevailing bid and ask prices, the profit is eaten up by transaction costs. Taken together with the finding that the lead–lag relation is tight, we conclude that the two markets are too synchronized for the relation to be...
First and foremost, the VIX should be used to calculate future risk. It should always be something active traders follow as it can usually provide a nice insight into the direction the markets are about to go. Use the VIX as a way to hedge against long-term portfolio holdings. ...
$UVXYadding here. Might get a circuit breaker today based on the rest of the worlds marketsBullish Hawk_Tuah_Capital7:15 PM $UVXYwhat’s going to happen to all those people that shorted this on Friday? I tried to tell them not to. ...