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Market Perspective
December 2019 Market Perspective
Implied volatility moderated in 2019, after spending much of 2017 at or near record lows and experiencing extreme highs during two volatility spikes in 2018. ...
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November 2019 Market Perspective
What is the role of low-volatility investments – such as option writing strategies – if equity market volatility persists at the levels seen in November? ...
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October 2019 Market Perspective
A quick check of recent bond market returns seems to indicate that all is well in the bond market. With the Bloomberg Barclays U.S. Aggregate ...
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Q3 2019 Market Perspective
Are the July and September Federal Fund rate cuts and renewed expansion of the Federal Reserve (the Fed) balance sheet signs that the policies led ...
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August 2019 Market Perspective
Like May, August was another month when both VIX® and the bond market flashed different signals. Should investors prepare for Fed disappointment? Download: August 2019 ...
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July 2019 Market Perspective
July was a month of waiting… on the Federal Reserve and more. Leading up to the Fed’s July 31 meeting, markets were tranquil with volatility ...
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June 2019 Market Perspective
Stock and bond markets, along with the economy, were stronger in the first half of 2019 than many predicted. The Fed’s dovish shift helped support ...
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May 2019 Market Perspective
VIX® and the bond market flashed opposite signals during May’s equity market drawdown. Or did they? Download: May 2019 Market Perspective
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April 2019 Market Perspective
The annual peak-to-trough drawdown for the S&P 500® Index has averaged more than 13% over the last 30 years. Historically, downside volatility has typically not ...
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