Tag Archives: volatility

Was 2018 One of Most Volatile Years in Stock Market? [Premium Articles]

We have seen articles asserting that 2018 was one of most volatile years and also articles rebutting such claims. This is what actually happened. For access to premium content, you must be a subscriber. Please login if you are already … Continue reading

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SPY ETF Volatility

Twenty one days ago there was an all-time high in S&P 500 and SPY. Since, the 21-day standard deviation of returns has surged from 0.22% to 1.62% and the 14-day ATR as percentage of closing price to 1.8% from 0.67%. … Continue reading

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Is Loss of Sync Between S&P 500 And VIX Signaling Regime Change? [Premium Articles]

What is the normal level of synchronization between S&P 500 and VIX price action and is a higher correlation between them a signal of a regime change? These and other questions are answered below. For access to premium content, you … Continue reading

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Non-Tradable Illusions: The Volatility Example

Many articles, papers and books have been written about trading strategies and portfolio allocations with analysis and backtests based on non-tradable indexes. In many cases the conclusions are mere illusions caused by non-tradability.

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Some Common Traits Of Reckless Speculators in Financial Markets

Reckless speculators in the financial markets have some common traits.

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