Since making an all-time closing high of 80.86 on November 20 th 2008, the CBOE Volatility Index (VIX) has been declining in the direction of its historical mean of 20.22. While the initial drop in ...

Two days ago, in The Rule of 16, the VIX at 40, I discussed the Rule of 16 in terms of translating the (annualized) VIX number into expectations for future daily realized volatility in the S&P 500 ...

With the Fed's QE3 kaput and their continued pledge to keep interest rates near zero for a "considerable time" has many investors betting volatility will subside and markets will normalize. This is ...

Bitcoin's realized volatility is near historic lows with 71% of supply in profit. Here is what Glassnode and Bitfinex say that means.

A common rule of thumb is that option implied volatility is overpriced more often than it is not. Stated in a more direct fashion, over a long period of time option sellers will be expected to profit ...

The public equity markets so far in 2020 can be described in one word: volatile. The year began with an emerging pandemic which altered how we live, work, and invest. Now, we face upcoming ...

By Saqib Iqbal Ahmed NEW YORK, Oct 1 (Reuters) - The recent stock market rally has left some systematic trading strategies so ...