Sentences with phrase «of volatility spikes»

«Today was pretty unprecedented in terms of the volatility spikes we saw... when the U.S. market sold off in a way that we've never seen it sell off before,» Mr. Leong said.

The risk of volatility spikes and liquidity shortages is rising, and it could get worse with new «quantitative tightening» policies from central banks.

Not exact matches

The Cboe volatility index, a popular gauge of market fear, spiked above 38 in early February.

«As soon as we broke the 50 - day moving average... we saw volatility spike,» said Jeff Kilburg, CEO of KKM Financial.

The caveat would be that we have never seen a spike above 35 before from near record low levels of volatility.

«Even if volatility falls notably from here which history says is likely after such a spike, we find it difficult to imagine the market being prepared to drive it down to the record low levels of [the second half of] 2017 anytime soon given the shock seen this week,» they say.

«This analysis does show that it usually takes some time to trade at low levels of volatility after a spike to historically elevated levels.

After over a month of volatility, spurred first by interest rate spikes and later by the resignation of Trump economic advisor Gary Cohn, the news came as a much - needed turn for Cramer.

While most investors who have a long - term plan probably don't need to make any portfolio changes in anticipation of a spike in market volatility, some more active investors may want to take action to prepare for a correction.

Market volatility, which has been historically low in recent months, spiked, with Cboe Volatility Index, commonly considered a gauge of investor fear, jumping by more than 10volatility, which has been historically low in recent months, spiked, with Cboe Volatility Index, commonly considered a gauge of investor fear, jumping by more than 10Volatility Index, commonly considered a gauge of investor fear, jumping by more than 100 percent.

Although market volatility has retreated from its unprecedented February spike, it has not abated to the low levels that investors had become accustomed to over the past couple of years.

Their recent lessons include a dramatic spiking of volatility, the reactionary pricing of an exchange - traded note (ETN), some forced liquidation, and a blisteringly fast correction in stock prices.

The early - February volatility spike came on the heels of an unusually placid 2017.

I expect that we'll gradually cover portions of the short - call option side of our hedges (leaving the defensive puts in place) if the market continues lower without a significant volatility spike.

Markets remain buoyant despite mid-October's spike in the volatility of most asset classes.

As more assets are held by people with zero comprehension of what they actually own, it's no surprise volatility spiked when the unexpected happens.

«All of this has really triggered a spike in volatility because it's brought into question whether higher interest rates are going to curtail the global growth story or erode corporate profitability,» said Bangsund.

This was the year when volatility finally spiked after years of quiet markets.

ECB President Draghi has appeared quite relaxed about the recent spike in yields, arguing that higher volatility is to be expected during periods of ultra-low interest rates.

This is a clear sign that while Treasury yields may raise, and volatility spike, the demand for USD credit remains very high and as soon as there are signs of weakness, investors buy the dip.

So on dips with decent spikes in volatility like we had in October and mid-December provided great opportunities to sell puts pretty far out of the money in the SPY ETF.

While it's normal for various measures of volatility and risk aversion to spike during a selloff or correction, my view is th...

Furthermore, there had been a significant rise in hedging activity leading into the event, with a spike in the cost of such hedges as measured by implied option volatility.

The stock market has taken investors on a wild ride in recent days, but Mike Wilson, Morgan Stanley's chief investment officer and chief U.S. equity strategist, doesn't think the sudden spike in volatility portends the start of a bear market.

This is no easy feat — a quickening pace of rate normalization in the past has often led to spikes in volatility.

Market volatility, which has been historically low in recent months, spiked, with the Cboe Volatility Index, commonly considered a gauge of investor fear, jumping by more than 10volatility, which has been historically low in recent months, spiked, with the Cboe Volatility Index, commonly considered a gauge of investor fear, jumping by more than 10Volatility Index, commonly considered a gauge of investor fear, jumping by more than 100 percent.

It's a legitimate concern, considering the spikes in volatility this year caused by fears of global economic slowdown, dissolution of the European Union and policy reversal by the Federal Reserve.

In the event of a large enough volatility spike such strategies will blow up.

But that sacrifice is worth it, says Egan, in case of economic shocks, such as market volatility spikes, or a U.S. dollar plunge.

Notwithstanding episodic spikes, stock market volatility was surprisingly low during much of 2016 given unusually high uncertainty.

Volatility soared when the United Kingdom voted to exit the European Union (EU), with the VIX index of U.S. equity market volatility spiking to near 2016 highs, as Bloomberg dVolatility soared when the United Kingdom voted to exit the European Union (EU), with the VIX index of U.S. equity market volatility spiking to near 2016 highs, as Bloomberg dvolatility spiking to near 2016 highs, as Bloomberg data shows.

Barclays Bank added to its iPath roster of volatility - linked ETNs with the launch of its first dynamic volatility strategy, designed as a tool for investors to benefit from volatility spikes while managing the roll cost during calm markets.

* Finally, if implied volatility perks up from its current slumber and spikes to higher levels, that can inflate the profit potential (at least prior to expiration) of this trade.

With hundreds of billions of dollars of investments now linked to volatility, a spike in the VIX could trigger a devastating algorithmic sell cascade.

There are only 11 occurrences, which means that volatility spikes like the one of last Wednesday occurred only about 0.16 % of the time.

As such, any spike in equity market realized volatility, even to historical average levels, has the potential to drive a significant amount of equity selling (much of it automated).

The Bank of America report on indexing last month pointed out that while the market overall seems smooth at the moment, there has been a recent spike in the volatility of stocks that are owned largely by ETFs and index funds, probably because of liquidity.

Given that we're in the sixth year of a bull market, investors are understandably getting nervous, particularly with rate and currency volatility spiking.

Given the volatility that markets experienced after Brexit, therefore, investors were only too willing to seek the relative safety of gold, which resulted in holdings of gold - backed ETFs spiking by USD 4.3 billion in the 24 hours following the result of the referendum and represented the biggest one - day rise in four years.

Volatility spiked at the beginning of the month as stocks began the second - quarter on the back foot.

I make sure whatever caused the volatility spike doesn't change my positive view of the company.

As volatility spiked, the value of the notes exceeded its value underlying the margin.

Emerging economies, like India, have suffered spikes in the volatility of their currencies with damaging effects on their balance of payments.

Indeed, commodity prices and volatility often go hand in hand with each other, particularly during periods of supply shortage, when both will spike upwards; this is why the distribution of commodity returns tends to be positively skewed.

Between rising rates and volatility spikes, investors are reminded why bank loans can be an important part of a balanced portfolio.

There have been 11 major crises in recent years that spiked the Volatility Index (VIX), a measure of Chicago options that shows market expectations for vVolatility Index (VIX), a measure of Chicago options that shows market expectations for volatilityvolatility.

There were a few trading sessions where equities moved lower, haven assets rallied and volatility spiked — all of which were short - lived.

Any subsequent market correction and / or spike in volatility often shakes investors out of their state of complacency and ignites fear of what they may have temporarily forgotten — markets can and will go down.

And with the spike in volatility and market correction, out come the doom and gloomers once again peddling their fear based prognostications of an imminent bear market and further market carnage.

In times of market volatility spikes, quality factor strategies have historically behaved defensively, which may provide opportunities for strong outperformance,» says Fiona Bassett, Global Co-Head of Passive Asset Management.