Volatility-based Equity Allocations

Volatility-based Equity Allocations The VIX is high, S&P 500 goodbye? October 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The VIX currently trades within its top quartile since 1990 Using volatility to time equity allocations is a widely used...

This Time It’s Different!?

This Time It’s Different!? Have retail investors changed markets? September 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYOptions trading has increased to record highsSome data points indicate changes in the market structureHowever, these...