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Volatility

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Volatility

It’s Not A “Case Of The Hiccups,” It’s Volatility!

Want to see what a world gone crazy looks like? Well, then look no further than the following (updated) set of volatility charts from Citi’s credit strategist extraordinaire Matt King, who shows us just how far off the proverbial rails our “markets” have gone: (Chart: Citi) As you can see, anomalies are no longer anomalies. They… Keep Reading

short
Volatility

“Smart” Money Meets “Dumb” Money In Volatility Showdown

Boy, oh, boy, the hedgies better hope this “can’t lose” volatility trade continues to play out: (Chart: SocGen) And look who’s long: (Chart: SocGen) “Dealers” just means retail through exchange traded products. It’s “dumb” money versus “smart” money in vol. lol. How about that for a little alliteration?. Oh wait, did we just do it… Keep Reading

beback
Equities/Volatility

Volatility Has A Message For You…

Much has been made of late about the purported “death of volatility.” We think reports of its demised are exaggerated. Vol is being held down by central banks and central banks alone. It’s like one of those sun tents you see on the beach that’s just dying to fly off the ropes like a kite,… Keep Reading

central banks/Equities/Volatility

Uber Dove Drives Stake Through Black Hearted Hawks

Uber-dove Brainard to the rescue. After less-than-stellar auctions for 3 and 10Y paper, Fed Governor Lael Brainard drove a stake through the black hearts of the hawks with a characteristically dovish speech that included the following soundbite: BRAINARD URGES CONTINUED `PRUDENCE’ IN REMOVING ACCOMMODATION Yes, “continued prudence. Just as long as we don’t exercise any “prudence”… Keep Reading

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