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Daily Commentary, Volatility - Posted by on July 15, 2014

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The Week in Volatility (CW 28/2014)

The Week in Volatility (CW 28/2014)

Volatility in worldwide markets seem to slowly recover from anesthesia and showed some life again during the last week. The EURO STOXX 50 Volatility Index - down -15.76% last week in the aftermath of Thursday's ECB (European Central Bank) meeting -

Daily Commentary, Volatility - Posted by on July 11, 2014

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RVX and VXEEM - Reversion To The Mean ?

RVX and VXEEM – Reversion To The Mean ?

It is the gap between the CBOE Russel 2000 Volatility Index® (RVX®) and the CBOE Emerging Markets ETF Volatility Index® (VXEEM®) which cought my eye these days. Despite the fact that the CBOE Emerging Markets ETF Volatility Index® (VXEEM®) has

Daily Commentary, Volatility - Posted by on July 5, 2014

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Update: The Week In Volatility (at all-time lows)

Update: The Week In Volatility (at all-time lows)

Volatility in worldwide markets not only remained quite low during the (shortened) week, a couple of volatility indexes posted (back-to-back) new all-time lows. The EURO STOXX 50 Volatility Index - up +19.69% last week in the forefront of Thursday's

Daily Commentary, Volatility - Posted by on July 2, 2014

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VXN, VXEEM and NKVI Continuous Contracs w/ All-Time Lows

VXN, VXEEM and NKVI Continuous Contracs w/ All-Time Lows

International markets enjoyed strong gains on Tuesday's session while volatility dropped to new (all-time) lows. CBOE Nasdaq-100 Volatility Index Futures (VXN), CBOE Emerging Markets ETF Volatility Index Futures (VXEEM) and Osaka Nikkei Stock Averag