volatility index

Scott Shuttleworth

In my last blog, I provided an overview of Vega Capital’s model for identifying and pre-empting recessions in the United States. Last Thursday (at WeWorks Martin Place), I presented a talk on how our model would have approached the Great Depression and other recessions. The former is what I’ll be... Show More

Scott Shuttleworth

How can investors generate returns regardless of which way the market moves? In today’s article, I review the unique process which Vega Capital uses to achieve this goal. Show More

Mathan Somasundaram

History shows pullback in volatility index flags profit taking risk in the market. We continue to see US market, US Dollar Index and US yields close to the historical highs while volatility indices are at the lows. We see high risk of a pullback in the US market after exuberance... Show More

Mathan Somasundaram

Aussie market ran up for the first half of the day and then pulled back in the second half to end up with seven straight positive days in a row. Institutional investors will be back next week after school holidays and likely to take some profit ahead of the reporting... Show More

Mathan Somasundaram

Aussie market fell from the open on global sentiment and finished in the red despite a mini recovery in the middle of the day. The market has now delivered two straight negative weeks and the macro risks next week are likely to keep the trend going. Short week coming up... Show More

Mathan Somasundaram

Aussie market had a strong day in line with global markets overnight. The two key risks for the Aussie market in the short term are US reporting season and Commodities. US reporting season so far remains slightly above expectations. But the expectations are for third negative quarter in a row.... Show More

Mathan Somasundaram

Aussie market started positive on US Fed dovish stance before giving it all up to finish flat as the reality of global growth risk sets into the markets. US Fed has once again cornered itself into inaction till inflation pushes them forwards. Insanity is doing the same thing year after... Show More

Mathan Somasundaram

Aussie market started positive and ran hard with all parts of the market moving up before pulling back to close a solid positive day post US Fed turning dovish. US Fed completely gave up the game to Wall Street and pulled back rate rise outlook to 2 from 4. Markets... Show More

Mathan Somasundaram

Aussie market started flat and finished flat with banks covering the fall in miners and staples. The market was aimless and lacked any sentiment as everyone was waiting for FOMC meeting to let out the dogs of war. In all possibilities, US Fed will either hike rates or have to... Show More

Mathan Somasundaram

Aussie market started negative on weaker commodities and the market went on with the negativity as US Fed decision is only a few days away. BOJ left rates on hold as they wait to see where the negative rates take them before making any more changes. The main game is... Show More

Mathan Somasundaram

Aussie market started positive on strong commodities and finished negative on weak China and Japan outlook. The Chinese trade data was a reality check for the market that was looking at the potential stimulus from PBOC instead of the growth downgrade. Japanese GDP data was restated and that confirmed the... Show More

Mathan Somasundaram

Aussie market followed the global markets up again with short covering providing the extra boost. The two main sectors in banks and resources are running hard. Banks were very cheap and the GDP data turned the sentiment from recession worry to bargain hunting and yield chase. Trade deficit data that... Show More

Mathan Somasundaram

Aussie market started flat and moved positive after China growth outlook was in the ball park while leaving option for potential stimulus. The currency once again pushed back above 69 cents while upcoming Chinese New Year unlikely to support stronger commodity prices in the next few weeks. The recent corrections... Show More