Discover and read the best of Twitter Threads about #VIX

Most recents (23)

Fear & Greed Index tracks seven indicators of investor sentiment. It's gradually dialing back up to Greed, but not yet Extreme Greed. Image
But when we take a look inside, and understand how it works, I see the main holdout is the . At around 22, the VIX still indicates a moderate level of FEAR, but we have to consider #VIX is fading from its highest level, ever, so its absolute level may not be as indicative. Image
On the other hand, the level of the Put/Call Ratio is among the lowest levels of put buying seen during the last two years, indicating EXTREME GREED on the part of investors. Image
Read 9 tweets
my favorite strategy

$XLY & $WMT spread z-score

entry
z < -1 std => long 1/3 of total lots
long WMT & short h * XLV

z < -2 std => long 2/3 of total lots

profit
z > 0 std => out 1/3 lots
z > +1 std => out 1/3 lots
z > +2 std trailing 1/3 lots

stop
z < -3 std. out.
XLY-WMT spread vs $VIX

when XLY-WMT z-score < -1 std (greed zone), #VIX spiking secured in 1-2 wks time-frame

should be confirmed by many of my other breadth & Jaws indicators

also huge warning, when VIX crushed, but the spread rising. stealthy sector rotation in Jan 2018
The 4+ year correlation b/w
1 XLY-WMT spread z-score
2 $VIX
3 > 0.7

tradeable corr & z-score

how about I scan tons of other similar growth/value sectors & stocks, charting their spread z-score & corr with VIX & Sector ETF? along with PCR

Hmm greatest breadth indicator ever?🧐
Read 19 tweets
Aakhir aaj wo kayamat ka din aa hi gya hai...
Loss wala😂
First loss in July Series.
In First trade itself results in loss 3800.
In another trade managed to recover some.
#Vix rising so no decay.
Indeed a buyers day. Image
->When market breaches important level, Play directional.

-> only accept that loss, which you can recover next day.
Today it was a tricky day from Option sellers point of view.

Missing screenshots from many today , those who regularly upload it EOD.
Is Twitter only for sharing profit screenshots only.
Read 3 tweets
Missed Friday, but I'm back with the daily #chart, with commentary by @reutersMikeD in the thread below. This one is global #COVID19 cases versus the #VIX #volatility index. Volatility has shot up in the last few days, amid a rising number of #infections in Beijing and the U.S.
It shows there really is still nothing more important for macro markets than the trajectory of the virus and shows super sensitivity to any rise infections associated with economies reopening - there was always likely to be some quid pro quo between people returning to work/...
...school/shops/big gatherings and rising infections - we now face the test of this over the coming weeks and market volatility gauges more than cash indices are the real relfection of that trepidation. Whatever governments do to respond may be trumped by a rise in public fear of
Read 7 tweets
Le #VIX, l'indice de la peur, est le produit dérivé phare de Wall Street. Conçu en 2004 comme une simple jauge pour mesurer la nervosité des marchés, la finance en a fait l'indice le plus traité.
Un article complet du @WSJ sur cet instrument toxique.
wsj.com/articles/volat…
Le VIX, les options et d'autres produits dérivés encore plus toxiques exacerbent les amplitudes des krachs. Ils ajoutent du chaos au chaos comme en 2008: les dirigeants politiques nous avaient promis de dompter le monstre en régulant la finance.
Encore des paroles sans lendemain.
L'article explique parfaitement que les produits dérivés sont encore plus à la mode du fait des politiques monétaires des banques centrales. Les spéculateurs et les fonds d'investissements fuient les obligations aux rendements bas pour parier sur les produits dérivés et le VIX.
Read 7 tweets
#SP500 Imo getting very close to start of next major decline! Chart difficult to read (sorry!). But so many lines in the sand here around 2920-2950 (on 4 hour chart). May over-shoot these levels -but soon major crash will set in. Illiquid deflation phase continues. Take care!! 🙏
As we can expect A (circle) = C (circle) we may see next decline bottom out ~1700-1850-area = A (blue). Major deflationary bust about to play out. Take care!!
My VIX model which predicted explosion in #VIX tells me, that we are about to see even stronger phase. Nothing rallies or declines in straight line. Hence, we currently see correction wave B - before strong take off in wave C. 2½ yrs of RSI divergence is not solved in 1 blow-up!
Read 3 tweets
waiting for iv crash just like VIX need it in India Vix
best time for daring option sellers to make huge..
i have sold huge otm options..lets see
#vix
#indiavix ImageImage
This was best expiry as per me to sell option in last 1 decade.
On leverage selling huge qty and making big fat mtm is not a skill which i admire, identifying trend, understanding mispricing of option selling at correct time is something which i admire.. Havent seen anyone so far
With such sharp skill in last 12 years of trading journey... Only met amateurs who kept on boasting or chest thumping for being lucky..
Read 4 tweets
Good morning! Let's have an update on markets as it has now become very clear, that we are to see the #Deflation unfolding, which I have mentioned here for a long time. Why hasn't it really hurt yet - and what to expect? Stay tuned for some #HZupdates
I have shown my #Oil chart for a long time with Ending Diagonal. Since talks of oil >100USD - and during spikes in oil due to attacks in ME. All noise!! Structures drive price - and we are en route towards <20USD - perhaps as low as ~10USD for Oil. #Deflation unfolding!
I have shown #Deflation in #CRB chart. Broken lower trendline and now heading towards much lower levels to be reached this year! It will be a SECULAR BOTTOM - hence this is from where #STAGLFLATION will develop, as economy continues to plummet and prices begin to rise #HZupdates
Read 23 tweets
Volatility Is Normal—and Volatile
Is “now” a more volatile time? Read the news, watch TV—odds are
someone is saying it is. And that has been true almost every year
forever. (It’s a twist on “this time it’s different” and more evidence
investors have faulty memories.)
But if you took a time machine back
and visited any point 1, 5, 10, 17, 32, 147 years ago, you’d probably
still hear folks saying, “Well, now is just more volatile than before!”
This belief—that stocks are increasingly more volatile now—
doesn’t need a bear market bottom to pop up. Undoubtedly, fears
stocks have become more inherently volatile do increase in the
intensely volatile bear-bottoming periods.
Read 25 tweets
#MetaphysicsOfQuality iⁿtrade:

• Fixed #RiskManagement is Percentage #StopLoss.
• Such a StopLoss is -100% of the initial MarginLevel Percentage.
• So #netting may appear at -50% of MarginLevel Percentage.
• Any #LEVERAGE just offers #DrawDown
kind of limited LOSS.
🔻
• A #lever on #fulcrum is
better than leverage!
• My #BreadthScreener™ is
not a BLACKBOX!
• It SPOTS the FULCRUM &
NABS the SHORT LEVER:
• The #BreadthScreener™ is a #non_forecasting,
#volatility-gauging,
#trading #system
#ConstantRisk #FixedRisk #Management SURVIVES!
🔻
• Since #practice precedes #theory,
#RiskManagement precedes #trading setups;
• Since theory doesn't make difference between theory & practice,
— Setups' forecasting don't forecast fail;
• Since practice makes the difference,
#FixedRisk precedes #TradingStrategy setups
🔻
Read 15 tweets
First 15 min candle in #Banknifty , 240+Pts move.

#VIX below 17 🤷‍♂️

Will explode sometime or market gonna quiet down big time?

#IndiaVIX #Nifty #Banknifty
Explosion Image
Straddle sellers nightmare Image
Read 4 tweets
Some important charts coming this weekend

Keep this thread book marked will be updating it and adding charts into tomorrow

#mcmCharts

/1


Its just a freaking $SPX retest (on abysmal volume no less)
/2

WTF happened to the volume $SPX
3/

$SPX daily retest
Read 55 tweets
#CBOE #VIX #volatility index, also known as #WallStreet's "fear gauge" records biggest one-day spike in 10 months
MSCI’s All-Country World Index, which tracks #shares across 47 countries, fell for a six straight day on Monday - marking its longest losing streak this year.
Read 10 tweets
#SP500 hmmmmm......! Deflation - then Stagflation #HZupdates
#VIX hmmmmm......! #HZupdates
And so it begins....! #Copper We can only hope, that downturn will only take us to Target 1 - and not Target 2 (which I think it will drop to). Note - SP500 + VIX + Copper + Oil mutually support break lower! Global recession and Deflation coming #HZupdates
Read 5 tweets
My updated view on #SP500. Is Fed about to disappoint sending #equities much lover towards ~2000 for SP500? Then stepping back in FOR REAL ~Q2 2020 to avoid #DEFLATIONARY Melt-down - which will create bounce in market and later new major decline during #STAGFLATION #HZupdates
One more push lower on #VIX before major bottom - and strong reversal? #HZupdates
#Oil #WTI could be about to embark on final decline towards ~20 USD #HZupdates
Read 5 tweets
Vacation time 🙂I'm currently in beautiful Oregon, US. Been flying, rafting, hiking, eating and playing with the kids - great time! Now - small break to update myself on the markets. Stay tuned for some #HZupdates
Where the #USD goes, rest of the market follows! Getting the direction of USD right is key. This is how I see #DXY short term. Further downside to develop - with target ~95.0. This is likely a major bottom - before DXY explodes higher #HZupdates
Following the ST weakness in #DXY, I think we will see much higher levels coming , as the shortage of USDs in the financial system becomes very clear. The target remains 107-109 - pot. higher to be reached some time around Mid-2020 #HZupdates
Read 19 tweets
Dear all 🙂Hope you enjoy the weekend! We are still in the Twilight Zone. Despite continued deteriorating economic fundamentals across the globe, US stock market continues to rally. But for how long...? Stay tuned for some #HZupdates
Indicators and signals across the globe continue to suggest economic slowdown - which slowly but surely spreads to all geographical regions and industries. It is my firm belief, that US will not decouple and US #equities will realize this at some point #HZupdates
#WTI sends clear signal from major Ending Diagonal. We may rally further in wave (B) - but soon we will see a reversal, which will send #Oil towards its LT-target of <20USD #HZupdates
Read 19 tweets
#VIX Wait for it....! #HZupdates
#DB Wait for it....! The strength of Ending Diagonals. Anyone who remember this outlook provided exactly as we broke the triangle at wave 4. We are not moving closer to final target very close to 0 (zero!) #DeathStruggle
typo: "Not" = "Now"
Read 3 tweets
1/

Let’s get this mini #mcm_chartstorm going

$SPX resistance - big time overhead
2/

$spx high beta is the new low beta & to us a canary/tell that all is not what it seems & what @cnbc pumpers are selling
3/

$spy $spx head & Shoulders has reached symmetry & likely complete
Read 30 tweets
Let’s Get this Chart Storm STORMING...

1/

The most optimism in over 5 years - nothing to see here
2/

Since we are on the subject of sentiment and internal health/state of the markets

This swing in the equity options markets is off the scale manic. From very high put buying to very high call buying in 2 bars!!! $SPX
3/

But that’s not all. $VIX is not agreeing with options players - so someone is wrong. Possibly the manic maniacs? Your guess is as good as ours $SPX
Read 45 tweets
Last week in markets was truly exciting! Some important signals were provided - which sets us up for some truly great trades 😀Before all leaves FinTwit to relax and enjoy during Christmas - I will provide you with some #HZupdates. Stay tuned! 👍
#EURUSD has been showing a lot of weakness. The LT-perspective is same as it has been for a very long time. Target of ~0.91 to be reached some time during 2019. Coming decline will bring about massive capitulation #HZupdates
#EURUSD - I have had 2 scenarios for how price will develop coming days/weeks. This scenario seems to hold most credibility. We could see small bounce next week - but soon EURUSD will crash in a strong wave lower. Great opportunity to go short is closing in #HZupdates
Read 16 tweets
#Chart #EXTRAVAGANZA

Please read the whole thread - will start posting now...but eating dinner so will take a while to get the 30 to 40 tweets done

/1
Given the two crashes in one year and the recent #FANG blow up...how much cash do you think Mutual Funds are holding? How about the lowest ever!

More over their allocations to Stocks remain among the highest ever.

/2
And how are those stock/equity investments postured?

We’ll very precariously as #NYSE and #Nasdaq #Composite show...completely stopped at major resistance...not only that there is the breadth question which we will address later and is terrible

/3
Read 38 tweets
Okay, I think I figured out what is Trump's ultimate game in this escalated US-China trade tensions and I think he will get it. Will share my thoughts in a thread soon! 😎
1) What is Trump's ultimate game? RECIPROCAL TRADE & INVESTMENT. Pissed off about higher tariffs vs the US & non-tariff barriers. Regarding #China 🇨🇳, doesn't like forced tech transfers, Chinese industrial overcapacity, gov subs. But how to get this? Investment+Trade policy
2)Implemented #taxreforms that impacts 50% of global FDI stock & favors US as a destination; USD2trn of REPATRIATION of funds, lower retained earnings of foreign affiliates; higher INVESTMENT in the US b/c of expensing, re-shoring of manufacturing. Basically, good for earnings💪
Read 25 tweets

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