Low 20-day historical volatility and outperformance is bad combination for the SPX The S&P 500 Index (SPX) has been calm lately, as measured by the 20-day historical volatility (HV). The 20-day HV ...
The U.S. stock market is unusually quiet after a dramatic start to August, and that's making Wall Street panic - again. Stocks have rebounded quickly after a bruising selloff that shook up global ...
The 20-day historical volatility (HV) has fallen below 6% for the first time in over a year This week, I’m examining two volatility measures on the S&P 500 Index (SPX). The 20-day historical ...
Some of the most commonly used tools to gauge relative levels of stock market volatility are the Cboe Volatility Index (VIX), the average true range (ATR), and Bollinger Bands. While traders and ...
Here I delve into the idea of investor complacency and show how my complacency indicator works. It has helped me to avoid some of the pain associated with markets turning bullish to bearish.
Today we are taking a closer look at volatility -- specifically, what it means when there is an abundance or lack of volatility, as well as the two primary types of volatility each options trader must ...
Calm appears to have returned to Wall Street after the recent mayhem, but one volatility indicator suggests some investors are betting on another round of mammoth swings in the stock market. Wall ...