Analyzing market trends through the lens of data science and quantitative research.
The VIX, or the Cboe Volatility Index, is the most famous ticker for tracking market stress. While it was built to measure the S&P 500’s expected swing over the next 30 days, it has become much more than that. It...
In the financial markets, leveraged ETFs are one of the most powerful tools for traders to capture outsized returns during a strong trend. But unlike Options, where you can use Greeks to measure how time (Theta), implied volatility (Vega), and...
