Tag: volatility index

Recap:In our first article we examined the ratio of the CBOE VXST Short-term Volatility Index (INDEXCBOE:VXST) to the CBOE VIX Volatility Index (INDEXCBOE:VIX) as a...

Last week, we took a dive into a key volatility ratio that traders can use for timing equity trades. Recap:  In last week's article, we...

The popular stock market indices continue to pursue a slow and persistent track to new record highs. The S&P 500 (INDEXSP:.INX) is trading at...

The lack of volatility in volatility is once again giving rise to the phrase ‘it is different this time”.  If past is any guide,...

With the lack of a buyable stock market dip dominating the financial news (see: WSJ's "Markets’ Steady Climb in 2017 Defies Historic Odds"), many...

A rise in U.S. and European interest rates caused volatility in the equity markets to spike last week. This rise in stock market volatility...

Market dips continue to get bought, as volatility struggles to hold on to gains. On the S&P 500 large cap index (INDEXSP:.INX), bulls forced a...

I've had a great response to my Dow Award paper, Forecasting a Volatility Tsunami, with it being downloaded over 3,000 times since April. I...

The following are non-commercial futures trading positions as of May 23, 2017. Note that the data were released in the May 26 COT Report (Commitment...

Volatility expectations took record jumps during Wednesday’s “big” selloff. Last Wednesday saw the stock market break out of its historically tight trading range – and...