S&P 500 And The VIX Backwardation [Chart]

S&P 500 And The VIX Backwardation [Chart]

S&P 500 And The VIX Backwardation by Jennifer Thomson, Gavekal Capital

Over the last couple of weeks, we’ve seen the VIX spike above the 3-month VIX– an occurrence that typically coincides with stock market weakness, as we can see in this chart:

GrizzlyRock Value Partners returned 30 percent in the fourth quarter; Here are their favorite stocks

GrizzlyGrizzlyRock Value Partners returned 30.31% net for the fourth quarter, bringing its full-year return to 7.57% net. During the fourth quarter, longs added 42.8%, while shorts detracted 10.3%. Q4 2020 hedge fund letters, conferences and more In his annual letter to investors, which was reviewed by ValueWalk, managing partner Kyle Mowery noted that 2020 was Read More

For now, investors’ appetite for increased protection remains relatively subdued and well below levels reached during significant market declines in 2009, 2010, and 2011. However. any further inversion (whether in magnitude or duration) would heighten the risk of a more meaningful correction.


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