MARKET FLASH:

"It seems the donkey is laughing, but he instead is braying (l'asino sembra ridere ma in realtà raglia)": si veda sotto "1927-1933: Pompous Prognosticators" per avere la conferma che la storia non si ripete ma fà la rima.


lunedì 25 giugno 2018

VIX 'Curve' Inverts As Traders Carry Biggest Short Vol Position Since Feb Crisis

VIX is spiking this morning, back above 16 for the first time since May...

and inverting the term structure...

For the first time since April...

 

This surge is coming right after Large Specs have rebuilt the largest net short vol position since the Feb XIV collapse.

Is the next short-vol-squeeze coming?

Pubblicato da faber
alle 17:49

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