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February 2023 Volatility Briefing
Implied volatility, as measured by the Cboe® Volatility Index (the VIX®), averaged 20.06 in February. Consistent with its typical relationship, average implied volatility exceeded realized …
Real Return Conundrum: Between Rocky Volatility & An Inflationary Hard Place
A combination of higher interest rates and signs of slowing growth are putting pressure on valuations. Even with February’s market pullback, the price-to-earnings (P/E) ratio …
February 2023 Market Recap
The S&P 500® Index returned -2.44% in February, bringing its year-to-date return to 3.69%. Investor euphoria in January, driven by persistently high inflation that appeared …
January 2023 Volatility Briefing
Implied volatility, as measured by the Cboe® Volatility Index (the VIX®), averaged 20.17 in January. Consistent with its typical relationship, average implied volatility exceeded realized …
Is it 1963 or 2002?
As traders and professional prognosticators hang on every word from Federal Reserve officials, anticipate each data release with tense fingers hovering over keyboards and debate …
January 2023 Market Recap
The S&P 500® Index returned 6.28% in January. The advance was propelled by early and small signs of progress in the Federal Reserve’s (the Fed) …
High Demand for Index Options Kept Implied Volatility Elevated in 2022
As investors weighed monetary policy risks and other risk factors including the conflict in Ukraine and China’s Zero-COVID policy, demand for index options was strong …
2022 Flagship (Index/RA) Commentary – Q4
Read our Q4 Flagship (Index/RA) Commentary for a review of strategy performance and positioning during the quarter. 2022 Q4 Flagship (Index/RA) Commentary
2022 Active Overwrite Commentary – Q4
Read our Q4 Active Overwrite Commentary for a review of strategy performance and positioning during the quarter. 2022 Q4 Active Overwrite Commentary
2022 Active PutWrite Commentary – Q4
Read our Q4 Active Putwrite Commentary for a review of strategy performance and positioning during the quarter. 2022 Q4 Active Putwrite Commentary