Signal du Jour - short vol in EWT
The US equities market calmed down yesterday after an eventful week, with the VIX back below 15. Is it on the path back to 12? As we mentioned on Sunday,
Signal du Jour - short vol in TAN
Last week was quite turbulent for the equity markets. While we argued yesterday that this agitation was here to stay, President Biden announced he is resigning from the election and
Signal du Jour - short vol in XLP
A second red day in less than a week? That hasn’t happened in almost a year and must have caught a few traders off guard. We're monitoring
Signal du Jour - short vol in YINN
Despite a minor intraday reversal yesterday, the US equity markets definitely have a holiday feel. Everything finished somewhat flat, and while VVIX has been consistently picking up from the very
Signal du Jour - long vol in LQD
The equity market futures indicate a relatively calm opening this morning, with a slight uptick of about 0.5% as we write this note, despite the recent assassination attempt on
Signal du Jour - short vol in KWEB
The Fed chairman, Jay Powell, testified before Congress over the past two days and stuck to the same theme he’s been on since the beginning of the year: the
Signal Du jour - short vol in BITO
We are back after a few days off during the quiet 4th of July week. Equities are up (obviously), and volatility hasn’t moved much (why would it?). We'
Signal du Jour - Short vol in EWQ
Today is the birthday of the author of this Newsletter. Therefore, this article is accessible to everyone :) Enjoy ! Our system caught an interesting signal this morning, prompting us to propose
Signal du Jour - short vol in UVXY
A new quarter is about to start, and while this week will be interesting from a rebalancing perspective, all eyes are already fixed on the first week of July. Summer