Two Blokes

A Market-Topping Volatility Trade Is Sending A Warning Message, Again

  • click to rate
    Posted by Two Blokes Jul 11 - Filed in General - #TwoBlokesTrading  - 9 views
    Implied volatility on the S&P 500 is falling while volatility in key stocks is rising, pushing 1-month implied correlations to historic lows. This recurring volatility trade accurately predicted sharp market pullbacks in July 2023 and 2024, and similar conditions are emerging again.