Wall Street was in a rather somber move on Tuesday and coming off of a 3-day weekend. The major averages all fell greater than 1% on the day, led by a near 2% drudging by the tech-heavy Nasdaq (NDQ). What was a little scary from an intraday risk assessment basis was the realization of the…
As the market looks to open sharply lower and on the heels of China’s slowing GDP data released on Sunday night, Finom Group continues to scan the volatility complex and other sectors for daily/weekly trading opportunities. Before we discuss our trading and trade alerts, let’s look at what China announced. China on Monday announced that its…
Welcome to the State of the Market video presentation with Wayne and Seth. Please click on the link to review the video. The video discussion on the markets and market volatility is 65 minutes. Outline: Market volatility, VIX Futures expiration, shorting volatility, backwardation (opening dialogue) 5% contango rule (5 minutes in) Realized market volatility vs.…
Wayne Nelson offers his daily-market recap. Insights on the daily market technical moves inclusive of analytical reference points. Additionally, Wayne offers some of the fundamental and geopolitical variables weighing on investor sentiment. What is the next leg the market will take remains dependent on geo politics, earnings and sentiment consideration. Bank earnings have been mixed…
Narrative vs. Flows, Liquidity-Volatility-Flows Feedback Loop, QE/QT and Liquidity Narrative vs. Flows By Marko Kolanovic, PhD and Bram Kaplan, CFA Since our last note, the market continued moving higher from heavily oversold levels and low investor positioning. Positioning has somewhat increased but still remains subdued (all HF beta: ~9th %ile, Volatility Targeting Beta: ~1st %ile,…...
The two biggest stories from Tuesday’s market trading came from the late afternoon Brexit vote, which failed to pass, and Netflix (NFLIX) choosing to raise prices. The bill was rejected by 432 votes to 202. The 230-vote defeat is thought to be the largest in U.K. political history. Following a controversial amendment, the U.K. government…
After two consecutive days of losses for the major indices, first back-to-back loss of the New Year, equity futures are looking flat on Tuesday. The losses for the U.S. equities have been minor compared to that of the Q4 2018 period and with volatility somewhat tempered. More importantly, the losses come as earnings season has…
We are off to a spectacular year in the markets with the S&P 500 (SPX) up roughly 3.5% since January 2nd… and that would be the bare naked truth if it weren’t for the fact that we began the year with a bear market that began late last year. The current snap back rally for…...
Please click on the link below to view the video! https://zoom.us/recording/play/-EODMMenR0S7ddbkdemXIw-5t8oHYem7duLoTJxDWR13rDmK01G3EB9TpccysLt4?continueMode=true Video Outline: Introduction to State of Market (opening minutes) December market collapse, liquidity drain, sentiment readings, falling into bear market (3-6 minutes in) Snapback rally from oversold conditions and pension fund rebalancing, not in recession, 1,000 point Dow rally typical of bear market conditions…
