Are Outsized Market Moves Indicating the Big One is Coming?

--Outsized moves in SP500
--4 out 5 weeks have seen 2 sigma moves
--has we seen this before?
--SKEW and VVIX compound the situation
--monitoring bond markets and dollar closely

SPX Expected Move --
--last week --  120.79   (expected move)
--next week--  112.64  (expected move)

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4 Comments

  • john wilder

    June 24, 2022

    Hi Don. Nice explanation on the '2 sigma moves' and their possible consequences. Correct or not, it is important to me to have some idea of what's happening. Now if I could only remember .... jw

  • Ozurumba Onyeforo

    June 25, 2022

    How can I schedule for coaching session with advisors or Any member of support team

  • Hash Pipe

    June 26, 2022

    Cool change, LRB.THANKS