Today we’ll continue the exploration of US inflation that we started 2 weeks ago with a discussion of Producer Price Inflation. What does PPI actually measure? Does it help us predict…
Day: February 2, 2021
Bloomberg: "VIX, Skew, ETF Shorts Show Stock Market Still Pretty Far From OK"
Excerpt from Bloomberg quoting DataTrek: …. “While the VIX fell 4 points to 25.92, it remains above its long-term average of 19. Futures on the gauge are pricing in higher…
MarketWatch: "Don’t breathe easy just yet: there’s more volatility ahead"
Excerpt from MarketWatch quoting DataTrek’s Nick Colas and Jessica Rabe: ….. “That’s the takeaway from an analysis by DataTrek Research, published Tuesday. The firm’s co-founder, Nicholas Colas, outlines moves in…
History of 1 Pct Day Volatility, Lessons for Today
Published 2/1/21 With equity volatility ramping higher again, today we have an update on our “one percent” days analysis and what it says about market choppiness going forward. We keep track…