Friday, November 24, 2017

Archive for the Category ‘Alerts’

Top Posts of 2013 (Through First Half of Year)

Top Posts of 2013 (Through First Half of Year)

Every year I tabulate the most-read posts in this space as I find this exercise to be an excellent way to identify the issues that are resonating with readers and also to see how these issues evolve over time. These most-read posts also serve as easily…

VIX Futures Margin Requirements to Increase After Today’s Close

VIX Futures Margin Requirements to Increase After Today’s Close

A number of readers have expressed concern to me privately about today’s increase in the VIX futures margin requirements. The current margin requirements are detailed at the CFE Margins splash page, while the new margin requirements were outlined in …

VXTYN Measures Volatility in U.S. Treasuries and Potential Spillover Effect

VXTYN Measures Volatility in U.S. Treasuries and Potential Spillover Effect

Recently I have been highlighting some non-traditional measures of volatility and risk in the financial markets, including VXEEM (CBOE Emerging Markets ETF Volatility Index); DXJ (WisdomTree Japan Hedged Equity Fund); and DBV (PowerShares DB G10 Curren…

All About the Pullback from SPX 1687

All About the Pullback from SPX 1687

Today the S&P 500 index fell 2.5% and at its low was more than 102 points lower than the all-time high of 1687.18 from May 22nd. At times like this I am amazed by how many requests I get to update the table of pullbacks I have been posting periodic…

VXEEM as a Measure of Emerging Markets Volatility and Risk

VXEEM as a Measure of Emerging Markets Volatility and Risk

If you think U.S. stocks have been through a rough patch as of late, then you haven’t been paying attention to emerging markets stocks, where the popular EEM emerging markets ETF as fallen from a high of 42.96 on May 22nd to 37.02 earlier today – a…

VIX and SPX During the 1994 Interest Rate Hike Cycle

VIX and SPX During the 1994 Interest Rate Hike Cycle

With yesterday’s The VIX and the Pre-FOMC + Post-FOMC Trades post in the books, it occurred to me that my reference to the series of interest rate hikes in 1994 probably stretches back before the memory banks of the current generation of investors. S…

VIX and SPX During the 1994 Interest Rate Hike Cycle

VIX and SPX During the 1994 Interest Rate Hike Cycle

With yesterday’s The VIX and the Pre-FOMC + Post-FOMC Trades post in the books, it occurred to me that my reference to the series of interest rate hikes in 1994 probably stretches back before the memory banks of the current generation of investors. S…

The VIX and the Pre-FOMC + Post-FOMC Trades

The VIX and the Pre-FOMC + Post-FOMC Trades

Back in December 2008, in VIX Trends Around FOMC Announcement Days, I posted a chart of the average movements in the VIX in the ten trading day leading up to and following “Fed Days,” otherwise known as days in which the Federal Open Market Committ…

Using DXJ to Monitor Developments in Japanese Equities, Currency and Risk

Using DXJ to Monitor Developments in Japanese Equities, Currency and Risk

Since Tuesday’s The Currency Carry Trade, DBV and Risk clearly resonated with quite a few investors who are struggling to put their arms around what is going on in Japan and what the implications are for U.S. equities and other asset classes, I thoug…

ISEE Equities Only Index Prints Something Not Seen Since March 6, 2009

ISEE Equities Only Index Prints Something Not Seen Since March 6, 2009

Put to call ratios are a permanent fixture in my indicator stable and something I have been writing about for a number of years, including an early 2007 effort, A Sentiment Primer (Long). My perennial favorite of all the off-the-shelf put to call rati…

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