In light of declining volatility – the VIX index and its term structure started to normalize Wednesday – where could this market head and what type of hedges are of the best value with option premium still at elevated levels? To recognize the probability paths is to understand the market oddities involved in the Volatility Crash of 2018. Some of…
Volatility Term Inversion & Modeling Future Volatility Deemed Difficult
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Value Squeeze: J.P. Morgan Team
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US Equity Strategy Style Positioning, Value Squeeze, Winner Takes All Rising odds of a sharp Value squeeze in the...
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Weekly State of The Market: A Pause Falls Over The Crowd
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Avoid at all costs: If you’re bullish on the markets you are probably only digesting bullish data points. If...
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The S&P 500 (SPX) spent the week rising, shy of a hick-up during the ECB rate announcement, and ended...
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Interactions with clients suggest our 2023 earnings forecast is now very much out of consensus. This is a change...
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The Leuthold Group: The Small Cap Slump: Deep Or Wide?
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The famine in small cap performance that has seen relative returns wither and fade is now in its seventh...
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By the team at Merrill Lynch Macro Strategy—Global Growth Weakening Fast, Fed On Track To Make Matters Worse: The...
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With Starboard Disposing Its Macy’s Investment, The New York Post Rumor Has Been Invalidated
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Rumors can be difficult to manage when they surface and center on an investment vehicle in your portfolio. As...
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US Equities Mid-Year Outlook: Cyclical Bear within a Secular Bull
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Hotter but shorter cycles persist — we continue to forecast an earnings recession this year that we don’t think...
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