The recent selloff in stocks, however, has been anything but an SPX pullback.
I also used the VXEEM:VIX ratio and some other data to support the idea that emerging markets have likely bottomed and are poised for a bounce.
Nary a selloff goes by these days without at least a handful of readers asking for an update of the SPX pullback table
I wanted to take a moment to acknowledge the fifth birthday of the two pioneering VIX ETPs : VXX and VXZ.
This is a recap the performance of the VIX ETPs in 2013 according to the leverage/maturity grid I have been publishing for several years
There was a time when investors would generally fret about the VIX being “too high”
I have elected instead to construct a portfolio of what I am calling the Halloween Monsters
That being said, today’s iteration of my graphical depiction (“field guide”) of the VIX ETP universe is somewhat of a compromise
VIX follows Democrats and Republicans who have been fighting over budgets and related matters since before any of us were born
Weekends pose a set of problems for the investor/trader, when there is an ongoing crisis or a reasonable risk that a new crisis lurks around the corner.
Two of my favorite bloggers both happened to mention me in reference to the VIX:VXV ratio in the past few days
I can’t remember the last time that the S&P 500 index pulled back from a recent high and I did not get at one request to update the table below
The issues are related to pullbacks in stocks, the VIX spikes associated with them, how to minimize portfolio volatility
Today’s column picks up on a theme I addressed in a March 2011 article in Expiring Monthly which was titled, Evaluating Volatility Across Asset Classes.
U.S. stocks are mostly green in today’s session
Every year I tabulate the most-read posts in this space