US stocks-VIX correlation breaks down
The stickiness of the Cboe Volatility Index eerily echoes conditions that prevailed in early 2018.
Tesla short-sellers hit with $2.3b loss
A 16 per cent surge in Tesla shares means short-sellers were slammed with $2.3 billion in paper losses on the day.
Volatility goes AWOL from global markets
The outperformance of US financial markets amid a projected wave of upbeat earnings is - for now - helping to cap implied volatility premiums across the board.
As US yield curve flattens, mystery deepens
While the prospect of a US recession has risen, as implied by the flattening yield curve, that's no reason to panic.
Traders still haunted by the VIX
It's summer in the Northern Hemisphere. But in the Florida offices of Raymond James and at brokerages around the US, February is still in the air.
Rough year for quant hedge funds
Many quant hedge funds - young and old - are struggling to make money this year.
'50 Cent' volatility buyer back
"50 Cent" is back. Or at least, a pretty convincing impersonator who spent $US5 million on volatility hedges this week.
Confidence in US rate path hit
The latest bout of market turmoil is denting investor confidence in how aggressively the Federal Reserve will tighten policy this year.
Whispers of 'stealth tapering' in Japan
The Bank of Japan's less aggressive support for the stock market in recent weeks has some investors speculating it's already taking its foot...
Pope goes off on CDS market
In a sweeping critique of global finance released by the Vatican on Thursday, the Holy See singled out derivatives including credit-default ...
