The Predictive Power of a Flaw in Implied Volatility
Volatility & Momentum Anyone who’s had money in the markets long enough knows that markets go through periods of relative calm and other periods of stormy & choppy waters. At the core, these movements are driven by momentum of “fear” and “greed” aggregated across all investors in the market – and investors in a given […]
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Using Futures to Analyze the Future
The Wisdom of Crowds We’ve all been taught that the price of a stock leverages the “wisdom of the crowd” to correctly price in everything that is known about that asset at that time. When analysts, pundits, and talking heads predict which direction the price of the stock is going to move – they are […]
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