Tag: Implied volatility

Is Alpha Dead?

Is Alpha Dead?

Is Alpha Dead? by Maz Jadallah, AlphaClone Life is hard if you’re a stock picker.  Really hard.  Active fund average annualized returns have lagged further and further behind their passive benchmarks for the domestic large cap and small cap equity […]

What, Me Worry? ? Addendum

What, Me Worry? ? Addendum

VIX Futures: What, Me Worry? ? Addendum by 720 Global In our latest article “What, Me Worry” we highlighted that complacency in the equity markets, as measured by implied volatility (VIX), is at levels rarely seen. On its own this […]

What, Me Worry?

What, Me Worry?

Implied Volatility & Election Complacency: What, Me Worry? by 720 Global As we contemplate the upcoming U.S. presidential election one of our chief investment related concerns is the potential for the election results to roil markets. Strangely, the equity markets […]

Stock Returns Over The FOMC Cycle

Stock Returns Over The FOMC Cycle

Stock Returns Over The FOMC Cycle Anna Cieslak, Duke University Adair Morse, University of California Berkeley and NBER Annette Vissing-Jorgensen, University of California Berkeley, NBER and CEPR* First draft: April 23, 2014 Current draft: October 9, 2015 Abstract: We document […]