Tag: volatility

The Little Market That Could

The Little Market That Could

So what do you think of the market?  Why are both actual and implied volatility so low?  Why are the moves so small, but predominantly up?  Is this the closest impression of the Chinese Water Torture that a stock market […]

Volatility Wisdom Of Social Media Crowds

Volatility Wisdom Of Social Media Crowds

Title:   VOLATILITY WISDOM OF SOCIAL MEDIA CROWDS Authors:  Ahmet K. Karagozoglu and Frank J. Fabozzi Publication:  Journal of Portfolio Management, Winter 2017 (version here) What are the research questions? Using raw tweets from Twitter and StockTwits (“Trader Mood Data” […]

Spikes In Volatility: The New Normal

Spikes In Volatility: The New Normal

Given the events of the latter half of 2016, it’s hard to deny how omnipresent volatility and uncertainty have become in the modern era. Last year, Boryana Racheva-Iotova, FinAnalytica co-founder, and Senior Vice President, Director of Risk Research and Cognity Operations […]

September Preview: Time For Volatility?

September Preview: Time For Volatility?

Key Takeaways September has historically been the weakest month for equities and one of the most volatile. Interest rate decisions from the Federal Reserve, Bank of Japan, and European Central Bank are all on tap this month. Washington, D.C. has […]

Volatility Alert

Volatility Alert

From nuclear tensions with North Korea to turmoil on the streets of Charlottesville, political risks have been hovering over equity markets again. We think investors should be on alert for a potential resurgence of volatility. Also read: Q2/H1 Hedge Fund […]