Sentences with phrase «volatility index traded»
The better - known VIX volatility index traded at nearly 19, but peaked above 50 during one of the largest sell - offs in early February.
https://www.cnbc.com/ Not exact matches
Despite a record one - day point decline on the Dow Jones index, many Wall Street experts believe the sell - off was less tied to fundamentals and was instead exacerbated by volatility - linked products and algorithmic trading.
Exchange - traded volatility notes that rose when volatility fell looked like a particularly ripe target, given the potential for a feedback loop that might send the Cboe Volatility Index surging in the event of markvolatility notes that rose when volatility fell looked like a particularly ripe target, given the potential for a feedback loop that might send the Cboe Volatility Index surging in the event of markvolatility fell looked like a particularly ripe target, given the potential for a feedback loop that might send the Cboe Volatility Index surging in the event of markVolatility Index surging in the event of market stress.
MORE SHOES TO DROP: The stock slump led to a massive unwinding of a short position in products related to the VIX volatility index, as Credit Suisse and Nomura announced the shuttering of their respective exchange - traded notes that bet on lower volatility.
While some traders might have guarded their positions using contracts on the Cboe Volatility Index (VIX), which trades inversely to the S&P 500 roughly 80 % of the time, others have elected to short exchange - traded funds with broad market exposure.
The Cboe Volatility Index (VIX), widely considered to be the best gauge of fear in the market, hit its lowest level since Feb. 1 and traded more than 11.5 percent lower at 14.62.
According to Bloomberg data, the VIX Index, a proxy for U.S. equity market implied volatility, traded over 50 on Monday morning, the highest level since the financial crisis.
They also developed new rules, known as circuit breakers, allowing exchanges to halt trading temporarily in instances of exceptionally large price declines.12 For example, under current rules, the New York Stock Exchange will temporarily halt trading when the S&P 500 stock index declines 7 percent, 13 percent, and 20 percent in order to provide investors «the ability to make informed choices during periods of high market volatility.»
«It's neither good nor bad,» said Michael Schmanske, head of United States index volatility trading at Barclays Capital.
The CBOE Volatility Index, also known as the VIX, traded within a narrow range on Tuesday and eventually settled at 15.49, where it was down more than 2 % from Monday's close.
To investigate, we consider a simple VRP specification: S&P 500 Implied Volatility Index (VIX) minus standard deviation of daily S&P 500 Index returns over the past 21 trading days.
The tech benchmark recovered after last week's brief volatility surge and as quiet summer trading resumed the index looks back on track to test the prior highs.
CBOE Holdings is now offering Extended Trading Hours (ETH) on key popular index futures and options contracts in order to provide investors with the ability to take advantage of market opportunities as they happen, and to manage portfolios and volatility throughout more trading hours around theTrading Hours (ETH) on key popular index futures and options contracts in order to provide investors with the ability to take advantage of market opportunities as they happen, and to manage portfolios and volatility throughout more trading hours around thetrading hours around the clock.
The common element is that any long position taken in a specific equity is offset by a short position in either a merger partner (risk arbitrage), an «overvalued» member of the same sector (long / short paired trading), a convertible bond (convertible arbitrage), a futures contract (index arbitrage) or an option contract (volatility arbitrage).
June 16, 2015 — Yesterday the CBOE Volatility Index ® (VIX ®) rose to its monthly closing high of 15.39, and earlier today in the June 16 Extended Trading Hours (ETH) sessions, the estimated trading volumes during ETH were 30,920 for VIX futures (the high for the month), and 6,984 for VIX options (the all - time recordTrading Hours (ETH) sessions, the estimated trading volumes during ETH were 30,920 for VIX futures (the high for the month), and 6,984 for VIX options (the all - time recordtrading volumes during ETH were 30,920 for VIX futures (the high for the month), and 6,984 for VIX options (the all - time record high).
For most of the first three months the VIX Index, a common measure of equity volatility, traded somewhere between 11 and 13, well below its historical average of 20.
In fact, the CBOE Volatility Index (VIX) traded at its lowest level in decades for much of the year.1 Known as the fear gauge, the VIX reflects the market's short - term outlook for stock price vVolatility Index (VIX) traded at its lowest level in decades for much of the year.1 Known as the fear gauge, the VIX reflects the market's short - term outlook for stock price volatilityvolatility.
With years of experience trading treasuries, agency bonds, currencies, commodities, interest rates, volatilities and all types of derivatives and structured products, LakeBTC is dedicated to building a bitcoin platform for pricing, liquidity, security, derivatives and indexes.
Monday, May 8, 2017 — After the results of the French election were announced yesterday, this was a notable day in the options and volatility markets — The CBOE Volatility Index ® (VIX ®) fell 0.80 points and closed at 9.77 (it lowest daily close since December 1993); Bloomberg's estimate of 30 - trading day historic volatility for thevolatility markets — The CBOE Volatility Index ® (VIX ®) fell 0.80 points and closed at 9.77 (it lowest daily close since December 1993); Bloomberg's estimate of 30 - trading day historic volatility for theVolatility Index ® (VIX ®) fell 0.80 points and closed at 9.77 (it lowest daily close since December 1993); Bloomberg's estimate of 30 - trading day historic volatility for thevolatility for the -LSB-...]
daily closing levels were 12.6 for VIX Index, and 10.0 for the 30 - trading - day implied volatility of at - the - money SPX options.
JUNE 24, 2016 — Prices for certain futures contracts on the CBOE Volatility Index ® (VIX ®) rose more than 60 % during the early part of the June 24 trading day, as more updates about the anticipated results of the Brexit referendum were divulged.
Three out of four volatility indexes that based their levels on SPX option trading were higher last week.
Further outflows resulted from index option gamma hedging, covering of short volatility trades, and volatility targeting strategies.
Similar losses were recorded by the S&P 500 Index and the Nasdaq, while the «fear index» (the CBOE Volatility Index) spiked over 18 (five points above where it usually traIndex and the Nasdaq, while the «fear index» (the CBOE Volatility Index) spiked over 18 (five points above where it usually traindex» (the CBOE Volatility Index) spiked over 18 (five points above where it usually traIndex) spiked over 18 (five points above where it usually trades).
FRIDAY, DEC. 1, 2017 — Today's trading volume for options on the Cboe Volatility Index ® (VIX ®) was a reported 3.1 million contracts, the highest number for single - day volume in the VIX options since they commenced trading in 2006.
This volatility is likely to lead to a situation in which companies with a high level of risk meet the threshold conditions for inclusion in indices solely as a result of exceptional trading, even before they have any business activity whose results can be evaluated.»
For anyone holding an electronically traded product (ETP) tracking the inverse of the VIX index, the end of the low volatility regime that was 2017 obliterated their allocated positions.
An August 10 press release by CBOE Holdings stated that — ``... trading volume in options and futures on the CBOE Volatility Index ® (VIX ®) each reached new all - time highs on Thursday, August 10.
«Identifying VXX / XIV Tendencies» finds that the Volatility Risk Premium (VRP), estimated as the difference between the current level of the S&P 500 implied volatility index (VIX) and the annualized standard deviation of S&P 500 Index daily returns over the previous 21 trading days (multiplying by the square root of 250 to annualize), may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIVVolatility Risk Premium (VRP), estimated as the difference between the current level of the S&P 500 implied volatility index (VIX) and the annualized standard deviation of S&P 500 Index daily returns over the previous 21 trading days (multiplying by the square root of 250 to annualize), may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIVvolatility index (VIX) and the annualized standard deviation of S&P 500 Index daily returns over the previous 21 trading days (multiplying by the square root of 250 to annualize), may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) retindex (VIX) and the annualized standard deviation of S&P 500 Index daily returns over the previous 21 trading days (multiplying by the square root of 250 to annualize), may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) retIndex daily returns over the previous 21 trading days (multiplying by the square root of 250 to annualize), may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) returns.
The Impacts of Individual Day Trading Strategies on Market Liquidity and Volatility: Evidence from the Taiwan Index Futures Market
The CBOE Volatility Index, commonly known as the VIX, rose double - digits through the morning trade before paring its gains.
A new index fund from the exchange traded fund offering of PowerShares Global Funds combining a dividend and low volatility strategy has launched on Xetra and Börse Frankfurt.
Last Wednesday, January 31, I sent a trade to my Real Income Trader / Options Trading Pit subscribers to get in some CBOE Volatility Index (VIX) call options (volatility rises when stocks sell off, and call options are an upside trading veTrading Pit subscribers to get in some CBOE Volatility Index (VIX) call options (volatility rises when stocks sell off, and call options are an upside tradingVolatility Index (VIX) call options (volatility rises when stocks sell off, and call options are an upside tradingvolatility rises when stocks sell off, and call options are an upside trading vetrading vehicle).
According to the latest Commodity Futures Trading Commission data, leveraged funds, which includes hedge funds, were net bullish on the CBOE Volatility Index, or VIX.
To investigate, we consider a simple VRP specification: S&P 500 Implied Volatility Index (VIX) minus standard deviation of daily S&P 500 Index returns over the past 21 trading days.
In fact, in recent years, there's been a surge of interest in low - volatility portfolios, prompting the launch of exchange - traded index funds such as iShares Edge MSCI Minimum Volatility USA ETF and PowerShares S&P 500 Low Volatility Portfolio, as well as mutual funds like Vanguard Global Minimum Volativolatility portfolios, prompting the launch of exchange - traded index funds such as iShares Edge MSCI Minimum Volatility USA ETF and PowerShares S&P 500 Low Volatility Portfolio, as well as mutual funds like Vanguard Global Minimum VolatiVolatility USA ETF and PowerShares S&P 500 Low Volatility Portfolio, as well as mutual funds like Vanguard Global Minimum VolatiVolatility Portfolio, as well as mutual funds like Vanguard Global Minimum VolatilityVolatility Fund.
They also developed new rules, known as circuit breakers, allowing exchanges to halt trading temporarily in instances of exceptionally large price declines.12 For example, under current rules, the New York Stock Exchange will temporarily halt trading when the S&P 500 stock index declines 7 percent, 13 percent, and 20 percent in order to provide investors «the ability to make informed choices during periods of high market volatility.»
The common element is that any long position taken in a specific equity is offset by a short position in either a merger partner (risk arbitrage), an «overvalued» member of the same sector (long / short paired trading), a convertible bond (convertible arbitrage), a futures contract (index arbitrage) or an option contract (volatility arbitrage).
Do implied volatility futures for different indexes represent a reliable pair trading opportunity?
To investigate, we consider two measures of U.S. stock market volatility: (1) realized volatility, calculated as the standard deviation of daily S&P 500 Index return over the last 21 trading days (annualized); and, (2) implied volatility as measured by the Chicago Board Options Exchange Market Volatility Involatility: (1) realized volatility, calculated as the standard deviation of daily S&P 500 Index return over the last 21 trading days (annualized); and, (2) implied volatility as measured by the Chicago Board Options Exchange Market Volatility Involatility, calculated as the standard deviation of daily S&P 500 Index return over the last 21 trading days (annualized); and, (2) implied volatility as measured by the Chicago Board Options Exchange Market Volatility Involatility as measured by the Chicago Board Options Exchange Market Volatility InVolatility Index (VIX).
Should investors regard any of the exchange - traded products (ETP) based on S&P 500 Index option - implied volatility (VIX) futures as long - term holdings?
The performance of an exchange - traded fund may vary from the market index it attempts to replicate due to market volatility, transaction costs, valuation differences, differences between the assets held in the exchange - traded fund's portfolio relative to the market index, and other factors.
The Impacts of Individual Day Trading Strategies on Market Liquidity and Volatility: Evidence from the Taiwan Index Futures Market
Take advantage of volatility generated by corporate news and market events by trading the world's leading stock indices.
Hedging Equities with VIX Futures (VXX & VXZ) Volatility Selling Strategies Extreme Fear in S&P 500 Option Skew Efficiently Trading Option Spreads MOVE Index Versus the VIX Credit Spreads are the Key What Influences Volatility?
Does identification of trends in the CBOE Volatility Index (VIX) via simple moving averages (SMA) support effective timing of the U.S. stock market or VIX futures exchange - traded notes (ETN)?
The Fund seeks to achieve its objective through premium collection from options, volatility trading designed to hedge or profit from either an increase or a decrease in S&P 500 index volatility, and trend following.»
Ditto for a portfolio of country index ETFs, but size your trading band relative to volatility, and limit your assets to developed and the largest emerging market countries.
If that level of volatility is likely to cut into your sleep time, delegate your small cap investing to a small cap mutual fund or buy exchange - traded funds (ETFs) that follow small cap indexes in the U.S. and Canada.
You usually trade indexes or Bitcoin and their volatility isn't high.