A quick review of a the VIX term structure as it stands now compared to start of year prices.
Tag Archive 'S&P500'
The Price of Freedom is Eternal Vigilance (and some relatively expensive military hardware). This articles presents the performance of militarily-angled defensive trades relative to their benchmarks for 2011.
VIX is moving again and, as in her habit, she is moving hard and fast. If you like that kind of rough tumble action then this post might give you some insights into her enticing curves.
There are few things nicer in the early hours of the morning than seeing a smoothly convex term structure (or maybe that’s just me). This article reviews the progress over the VIX term structure and, what appears to be, some progression from steepness to smoothness.
The VIX has given us one of its characteristic break-outs last Friday. It will be interesting to see how volatility therefore gets priced back to the underlying S&P500 benchmark over the next few days.
Can past distribution of returns on benchmark indices give us an indication of potential strong market performance? This article is an extension of the previous fundamentals based bullish article to highlight some of the potential upside available over the coming few years.
Graph of the month or, probably more accurately, of the the year gone by: an Artemis Capital render of the 2010 VIX curve and S&P500 returns.