Discover and read the best of Twitter Threads about #complacency
Most recents (1)
🐻♉️↗️↘️↔️⚠️🚩🔺🔻🧮 💰
Global Macro Review
5/29/2022
1/9
🐻 market rallies are wicked, like a 🕷 luring the 🪰 into her 🕸
Sentiment surveys do not tell the full story; options pricing does with $SPY IVOL/RVOL at -40 with the ETF +6.6% in 6 days, right into the 😬 of #QT
Global Macro Review
5/29/2022
1/9
🐻 market rallies are wicked, like a 🕷 luring the 🪰 into her 🕸
Sentiment surveys do not tell the full story; options pricing does with $SPY IVOL/RVOL at -40 with the ETF +6.6% in 6 days, right into the 😬 of #QT
1a/9
Indeed, #complacency reigns supreme
But on 6/01, the FOMC will begin to 🎬 the balance sheet by 47.5B per month
💦 is already ↘️ -50B from 4/13/22 high as operation 👊🥣 removal gets under way
Chart: Federal Reserve Balance Sheet 5/25/22
Indeed, #complacency reigns supreme
But on 6/01, the FOMC will begin to 🎬 the balance sheet by 47.5B per month
💦 is already ↘️ -50B from 4/13/22 high as operation 👊🥣 removal gets under way
Chart: Federal Reserve Balance Sheet 5/25/22
2/9
Big winners on the week, vol 🌊 sellers took advantage
$VIX 25.72 -371 BPS
$VXN 32.00 -418 BPS
$RVX 30.76 -430 BPS
$VSTOXX 25.66 -300 BPS
$VXEEM 24.72 -233 BPS
Chart: $VVIX - the vol of vol fell to a pre-pandemic low
Big winners on the week, vol 🌊 sellers took advantage
$VIX 25.72 -371 BPS
$VXN 32.00 -418 BPS
$RVX 30.76 -430 BPS
$VSTOXX 25.66 -300 BPS
$VXEEM 24.72 -233 BPS
Chart: $VVIX - the vol of vol fell to a pre-pandemic low
