Tag Archives: VIX

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The VIX and the S&P 500-An Equity Market Duet

Author: Leo Chen, Ph.D., Post Date: April 13, 2018
Cumberland Advisors Market Commentary - Leo Chen, Ph.D.

Most market participants have accepted that 2018 is unlikely to be another low-volatility year like 2017, but how do we translate the rising volatility into our market forecast? Some Wall Street bulls such as RBC’s Lori Calvasina have revised their year-end forecasts down recently.* Are those revisions because of the higher VIX? First, given that […]

Vexed by VIX? Ask Pravit Chintawongvanich.

Author: David R. Kotok, Post Date: February 19, 2018
Cumberland Advisors Market Commentary by David Kotok

Many market agents seem vexed by the VIX. Their recent lessons include a dramatic spiking of volatility, the reactionary pricing of an exchange-traded note (ETN), some forced liquidation, and a blisteringly fast correction in stock prices. The average stock dropped 14% in only a few weeks. Everyone following the investment markets in the US knows […]