Volatility Views 143: The Great Fed Debate
Volatility Review: The week in volatility
ECB takes all of the vol out of the market in one fell swoop. S&P 500 volatility streak longest since '12 as 1% moves multiply. The S&P 500 Index rose 0.5 per cent yesterday and moved 1.3 per cent from its lowest to highest levels.
VXST: Another week of crappy volume. (The Mystery of Short-Term Volatility)
FX Volatility: Another crazy week following the Swiss Franc crisis.
Crude Oil: Crude continues to take it on the chin. Domestic crude supplies at near record levels. Iraq increasing production to offset declining revenues. Death of the Saudi King adding to the confusion.
Here’s the chart that Mark was referring to from Daily FX:
Volatility Voicemail: Listener questions and comments
Question from Marcus N - You discussed the retracement from backwardation to contango in VIX Futures on the last episode. If I thought the retracement would be rapid and I wanted to play that retracement,