reports
- Chris Evans
Fear and Volatility
​We often have a problem comparing one environment with another when it comes to studying fear. Certainly 2008 was an outlier but if we put it aside for a minute we can study the other so-called normal conditions where the market swings between fear and greed. Vix acts as a fair measure of fear. Our problem doesn’t go away however since Vix is bounded at the low end (around 12-13) but easily spikes up to somewhat random levels between 17 and 30.
- Chris Evans
Volatility Liftoff
​After months of dull sideways movement, we finally got a breakout in volatility (Vix). It came as it usually does by virtue of a decline in S&P futures. There are a number of questions to consider: 1.Should we wait a day or two? 2.is it big enough to justify buying S&P 500 (futures)? 3.Is it better to buy after a sustained period of monotony?
- Chris Evans
Leaving Early for the Labor Day Weekend
​If you devote your time to taking risk that correlates at all with the S&P 500 then you must always be asking - What are the risk/reward conditions in the S&P 500? If S&P conditions are poor, then it makes no difference if you have found a cheap spread or a superior market. You should at least consider a hedge and understand how your favorite position behaves when US stock indices decline.
Unfortunately, this report is not available for the investor type or country you selected.
Report is subscription only.
Thank you, your report is ready.
Thank you, your report is ready.