The recent drop in volatility / VIX.

Discussion in 'Trading' started by Laissez Faire, May 11, 2023.

  1. Curious. What in my post suggests that I don’t understand that volatility is cyclical?

    I’m well aware that we have had heightened volatility over the last two or three years and have had longer periods of way lower volatility than we saw so far this week.

    My post ended with a question in case you missed it.
     
    #11     May 11, 2023
  2. KCalhoun

    KCalhoun

    Vix stuff is great to trade during rare spikes, notsomuch other times
     
    #12     May 11, 2023
  3. comagnum

    comagnum

    The lower VIX volatility for this time of year may be typical.

    upload_2023-5-11_11-22-27.png
     
    #13     May 11, 2023
  4. savoir

    savoir

    If you know volatility is cyclical, which I’m sure you do, then don’t you already know the answer to your question? Maybe something is getting lost in the translation.
     
    #14     May 11, 2023
  5. No, I don’t know if this is only a brief drop in volatility or if we will enter a sustained low volatility period over a longer period with the occasional spike. The latter would surprise me during these times, but I don’t know.

    That’s why I’m opening up this thread for discussion.

    What I do know is that we’ve seen days this week we haven’t seen in a long while.

    Maybe the summer months will actually be quiet this year like they typically are historically. As posted by @comagnum. Summer doldrum.
     
    #15     May 11, 2023
  6. savoir

    savoir

    What are “these times” and why would it surprise you? I’m old, so not many things surprise me.
     
    #16     May 11, 2023
  7. Overnight

    Overnight

    The instant Janet Yellen says we are defaulted on the debt, long all things volatility-related.
     
    #17     May 11, 2023
    Laissez Faire likes this.
  8. Axon

    Axon

    I vote it's a temporary pause lest the short vol trade once again get crowded and a new generation of naive traders are blown to kingdom come thinking short vol is the Holy Grail can't lose perfect trade. The question remains, how long before the inevitable? No way to predict this other than to point at the fierce macro headwinds on the horizon and say "soon".
     
    #18     May 11, 2023
    comagnum and Laissez Faire like this.
  9. savoir

    savoir

    I will vote “permanent” to facilitate a market for the thread topic.

    I’m being facetious but the fantastic market conditions of 2020-2022 are over. It’s back to the grind.
     
    #19     May 11, 2023
    Axon likes this.
  10. maxinger

    maxinger

    It is the day traders' nightmare.


    On 5 May 2023 Fri, the market moved massively (long blue candle).
    Subsequently, the market had to rest on 8 and 9 May 2023, Mon and Tue

    Such a pattern is quite common actually.
     
    #20     May 11, 2023
    Laissez Faire and comagnum like this.