22 Jul 2024
The end of complacency? Fear Index Vix has jumped 32.6% last week, the biggest weekly increase since March 2023.
But at 16.5, the Vix level is still below the long-term average of 19.8. And remember that during election years, volatility tends to increase by 25% between July and November... Source: HolgerZ, Bloomberg
11 Jul 2024
There is low volatility across asset classes.
Can it last? Source: Nautilus Research
3 Jul 2024
During Presidential election years, volatility tend to pick up EXACTLY at this time of the year
Source: Topdown Charts
27 Jun 2024
Major divergence spotted:
The VIX has been trending higher since mid-May. But even the SP500 has been moving higher. This is an anomaly. Source: Game of Trades
25 Jun 2024
Wow. The average S&P500 stock has been on average 4.5x as volatile as the broader index!
Chart: Goldman Sachs Source: Markets & Mayhem
24 Jun 2024
History shows an average 25% increase in volatility from July-Nov of election years...
Mike Zaccardi, CFA, CMT, BofA
4 Jun 2024
Low-volatility regimes can last longer than you think.
Source: Mark Ungewitter
23 May 2024
The return of volatility
Source: Bloomberg
