Financial Factory

Despite recent market action, the realized volatility across asset classes is still sub-dued, albeit in some cases moving towards neutral

Variance Risk Premium In Light Of VIX Soaring 31 Percent

Market participants rushed to purchase protection, with VIX soaring to above 18 from below 13 a few days ago. What

In view of the recent sell-off in many asset classes, what is the current trend situation? For details check the

Author(s): Tony Cooper Date: August 6, 2010 Abstract: It is difficult to predict stock market returns but relatively easy to

A number of asset classes, e.g. US Real Estate, are leaving Bear Mode and moving into Recovery. For details see the

Profit Protection Overlay – protect profits in EQ US Technology, $QQQ, roll #options MAR14 81 calls to MAR14 87 calls. EQ US

The Variance Risk Premium for S&P 500 has surged ahead of the Fed-meeting. The cost of protection has increased without an

Multiple new entrants in ‘Warning’ Mode and FI US Corporates joining other Fixed-Income asset classes in ‘Bear’ Mode. For details see

The Variance Risk Premium for S&P 500 is fast approaching the “Worry” zone. For details check the report Variance Risk

The realized volatility across many asset classes stays low. For details check the report Realized Volatility.