Category Archives: Performance

Last Week in VIX – 9/28/2014

VIX was higher on the week, peaking out well over 16 on Thursday before working back down to14.85 to end the week. There were lots of grumblings about VIX being nowhere near the high of the day on the close on Thursday despite the S&P 500 finishing up very near the low of the day. […]

Last Week in Emerging Market Volatility – 9/28/2014

Both EEM and EWZ were down well over 2% last week as several equity markets gave back 2014 gains. VXEEM was up 2.89 or over 16% in reaction to equity market weakness. VXEWZ, on the other hand was up 6.66% on the week. VXEWZ has been at elevated levels and should remain elevated until national […]

Last Week in Gold and Oil Volatility – 9/28/2014

Gold did not break to new multi-year lows last week, but if you read all the news you would think it was just a matter of time. I continue to watch the weekly chart of GLD that appears below and as of this past week the move lower seems to be slowing.   GVZ moved […]

Last Week in VXST – 9/28/2014

Thursday VXST was up as much as 38% intraday before settling the day up ‘only’ 23%. I am well aware of the Monday morning quarterbacking here, but seeing VXST come back in like that despite the S&P 500 closing near the low of the day Thursday may have given traders confidence that the sell off […]

Last Week in Russell 2000 and Nasdaq-100 Volatility – 9/28/2014

I flipped a coin and decided to start with the Russell 2000 (RUT) volatility action last week. I was 50 – 50 on what to begin with as I found both RVX and VXN price action equally of interest last week, but not for the same reasons.   The poor RUT lost 2.41% last week which […]

Last Week in Volatility Indexes and ETPs – 9/28/2014

This is one of those weekends where I get to add a 3rd curve into the mix below. Thursday, as all of us that were not under a rock know, was a hectic day for the equity market. Hectic days in the stock market result in green days for volatility. The purple line below shows the […]

Last Week in VIX – 9/21/2014

The S&P 500 put up another record high last week and VIX dropped. However, it is worth noting that the intraday low in VIX this past week (11.52) was a bit higher than the recent dips associated with new S&P 500 highs.  Maybe, like many of the permabears in the world, I’m stretching while looking […]

Last Week in VIX – 9/7/2014

A general takeaway from the CBOE RMC Europe conference last week is that the stock market seems ready for some sort of correction. You would not get that sense by looking at VIX and seeing a 12 (or lower) closing handle for every day over the past three weeks. However, looking at things in context, […]

Last Week in Russell 2000 and Nasdaq-100 Volatility – 9/7/2014

The Russell 2000 continues to lag the Nasdaq-100 and S&P 500 in 2014. RUT was down slightly on the week while NDX and SPX were both higher. For the year RUT is up just over 0.5% while the other two broad based indexes with tradable volatility markets are up 13.86% and 8.62% respectively. The result […]

Last Week in Short-Term Volatility – 9/7/2014

VXST moved up a little on Monday, as it always does after a long weekend and worked higher into Friday’s employment report on Friday. Note that on Friday, with the S&P 500 under a little pressure, VXST actually opened lower. We are still getting a feel for how VXST acts around big economic numbers and […]

  • CATEGORIES

  • Recent Comments

  • Tags