The longer
volatility remains low, the more imperative this becomes.
In a bullish market,
volatility remains low, and price action is much more reliable.
Simply put,
volatility remained low and within a $ 4 range.
Not exact matches
Quadratic Capital Management's Nancy Davis — who correctly predicted the blow - up in the popular wager on
low volatility by hedge funds before last week's plunge — thinks the market will
remain turbulent.
Quadratic's Nancy Davis, who predicted that the popular
low volatility trade would implode, says the market will
remain turbulent for some time.
Inflation and interest
remain low and the stock market, even with its recent
volatility, is still at historical highs.
It appears that
volatility wasn't the only number that was suppressed in the stock market last year: Stock correlations also
remained low.
However, if real rates
remain low, gold will continue to attract attention as a potential store of value which may offer a ballast to equity market
volatility.
Overall,
volatility and correlations between the majors
remain relatively
low, with most of the coins holding on to the key support zones that stopped last week's correction.
Investment advisory bearishness
remains at a
low 30 % level, and the CBOE
volatility index is ominously
low as well.
Meanwhile, the CBOE
volatility index (which measures option premium costs and is a very good intermediate - term indicator)
remains at an uncharacteristically
low 20 % reading, with virtually no increase during the recent selloff.
Only equity market investors are convinced that
volatility will
remain low in the near term.
Currency
volatility, as measured by the CVIX,
remains about 20 % above the fall
lows.
While the VIX and other measures of equity market
volatility are flirting with historic
lows,
volatility in other asset classes
remains elevated relative to the summer levels.
We see the probability of a
volatility regime shift as
low — as long as the economy
remains stable and systemic financial vulnerabilities are kept in check.
While
volatility is still expected to
remain high, today's
low is likely the final bottom of the correction and investors could already add to their holdings.
Volatility in the Peso
remains relatively
low as we continually grind higher on a weekly basis as this historically speaking can become very volatile so continue to place the proper stop loss.
I'm sitting on the sidelines waiting for another trend to develop as the chart structure
remains solid because we still have
low volatility.
Yet, more than $ 2 trillion
remains in the hands of financial - engineering strategies pegged to
low volatility, including
volatility - control funds, risk parity, risk premia, and long - equity - trend following.
Implied
volatility in Japan, despite its recent fall,
remains well above the
lows reached in 1994.
We regard the greater stability in commodity prices, along with a lessening of
volatility in financial markets, as welcome, and believe it should provide a more stable platform for the global economy, where growth
remains acceptable, if
lower than desirable.
While short - lived market pullbacks continue,
volatility could
remain low.
However, further regional policy divergence, slow emerging markets growth and global liquidity risks are likely to keep market
volatility higher, meaning effectively navigating a
low - return world will
remain a challenge.
The VIX, a measure of the expected equity - market
volatility as determined by put and call prices on S&P 500 Index options, trailed
lower in 2017 and
remains well below its historical average.
Market
volatility increased slightly this week, but continued to
remain relatively
low.
Volatility has returned and volumes have
remained relatively
low, the latter being one of the key reasons we didn't see follow - through on the price highs.
With all that going on, the four
volatility indexes based on SPX option pricing
remained low and on average were basically unchanged last week.
Volatility in gold
remains relatively
low as a double top looks to have been created around the 1,365 level so look to play this to the downside.
Measures of equity and bond
volatility remain at or near all - time
lows.
Q: In spite of different risk factors, equity - market
volatility remains near historic
lows.
Litecoin followed the broader market
lower, and although it is still well below the key $ 56 level, it held up above $ 51 during today's dip and
volatility remained muted.
We really hadn't seen that sort of action for some time as
volatility had
remained relatively
low for an extended period.
Although it reveals some
volatility over the last 2 decades in the jobless rate for early - career scientists, the rate
remains very
low.
While this strategy was a modest detractor in the quarter given the strong rally in stock prices, we believe it
remains a key aspect of the fund's
lower -
volatility mandate.
AN OBJECT IN MOTION TENDS TO
REMAIN IN MOTION New trends awaken within the
low volatility of a rangebound market and are characterized by directional price momentum.
Volatility looks to
remain subdued keeping the bias higher for the equity index ETF's SPY, IWM and QQQ, despite the moves
lower.
While 2017 is winding down with
volatility levels at historical
lows, a calmness has
remained in the market for quite some time.
Volatility ($ VXX) looked to
remain at extremely
low levels keeping the bias higher for the equity index ETF's $ SPY, $ IWM and $ QQQ.
Volatility ($ VXX) looked to
remain subdued though keeping the bias higher for the equity index ETF's $ SPY, $ IWM and $ QQQ, despite their moves
lower.
But when
volatility is
low and the market grinds upward, it is difficult to beat a strategy that
remains fully invested and minimizes trading costs.
Volatility ($ VXX) looked to
remain subdued and possibly drifting
lower keeping the bias higher for the equity index ETF's $ SPY, $ IWM and $ QQQ.
Volatility ($ VXX) looked to
remain at unusually
low levels keeping the bias higher for the equity index ETF's $ SPY, $ IWM and $ QQQ.
Volatility ($ VXX) looked to
remain at abnormally
low levels keeping the bias higher for the equity index ETF's $ SPY, $ IWM and $ QQQ.
Volatility looks to
remain subdued keeping the bias higher for the equity index ETF's SPY, IWM and QQQ, despite the moves
lower to end the week.
Volatility looks to
remain subdued and at very
low levels keeping the bias higher for the equity index ETF's SPY, IWM and QQQ.
Volatility looked to
remain at very
low levels keeping the bias higher for the equity index ETF's SPY, IWM and QQQ.
Volatility ($ VXX) looked to
remain subdued and drifting
lower, keeping the bias higher for the equity index ETF's $ SPY, $ IWM and $ QQQ.
Volatility looks to
remain subdued keeping the bias
lower for the equity index ETF's SPY, IWM and QQQ, and any move
lower could trigger a strong equity buy signal.
CEO Tim Hockey said, «Investors
remained broadly engaged, with strong trading volumes despite persistent
low market
volatility.»
Volatility ($ VIX) looked to
remain subdued keeping the bias higher for the equity index ETF's $ SPY, $ IWM and $ QQQ, despite the moves
lower.