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

Callum Thomas

Implied volatility is a well known indicator for the stock market e.g. the CBOE VIX Index, with spikes and troughs in the index generating useful market timing signals. But what about the foreign exchange markets? Today's chart shows the average US Dollar option volatilities across developed market currencies, and the... Show More

Simon Ho

Since the middle of the year when the 10y US-Treasury bond price peaked and yields touched their lows, interest rates have risen dramatically across most major currencies. The bulk of the rally in yields took hold after Trump’s election victory which promised far more inflationary policy; driven primarily by lower... 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