Implied volatility in gold and oil (as measured by the GVZ and OVX) has begun to collapse in the last couple of weeks, falling to the... Continued
Bearish Volatility Divergence Precedes Break From Historically Narrow Equity Trading Range
For the last 3 week U.S. equities have traded in a historically extreme narrow trading range; heading into today's session the S&P 500 had spent... Continued
Fear Rising As Investors Position For Correction With Stocks Near All-Time Highs
We live in interesting times. The S&P 500 has undergone a garden variety pullback in the last few days after reaching a fresh all-time high... Continued
A Volatility Storm is Brewing
Since the beginning of the year realized volatility in the S&P 500 has dropped ~60% as the leading U.S. equity index experiences its longest streak... Continued
A Bullish Streak in The VIX
After going absolutely bonkers back in August (rising from 10.88 to 53.29) and accomplishing one of the sharpest and fastest rises in its history, the... Continued
From Greed to Fear in One Month..
As illustrated by the following 2 graphics US equity investors have gone from greed to fear in exactly one month despite a relatively small movement... Continued
An Equity Market Pullback May Be Imminent
Rob Hanna over at quantifiable edges has an excellent post up this morning which highlights what has historically happened when there are large intraday rallies such... Continued
The S&P 500 is Setting Up for a Fat-Pitch
The most bullish aspect of the recent equity market environment has been relatively tame sentiment. Only now after a 100+ S&P point rally within just... Continued
Energy & Gold Weekend Linkfest
Lots of quality material to read over this weekend: Peter L. Brandt: The NYSE Composite is forming a near textbook continuation H&S pattern, get ready for... Continued