variance risk premium – Financial Factory

Trend Status Update at Halfway Point

2014-07-012020-12-21 Financial Factory 9 Views asset classes, overbought, oversold, trends, variance risk premium

We look at the current trend status among asset classes at the halfway point of 2014. The Bull Mode concentration

Variance Risk Premium

Variance Risk Premium Signalling “Caution” Ahead of Fed

2013-12-172021-02-14 Financial Factory 6 Views implied volatility, realized volatility, S&P 500, variance risk premium

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

Variance Risk Premium

Variance Risk Premium Approaching “Worry” Zone

2013-12-062021-02-23 Financial Factory 6 Views implied volatility, realized volatility, S&P 500, variance risk premium

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