Slope of Hope Blog Posts

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Is The VIX In A Bubble?

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Note from Tim: the post below was kindly contributed by Matt Amberson, who is the owner/founder of and, having met him personally, I can testify is an all-around good guy.

Matt Amberson of ORATS and Marko Kolanovic, J.P. Morgan’s global head of macro quantitative and derivatives strategy, were quoted in a Reuters article about the VIX bubble relative to S&P volatility although each have different views of the cause. 

Kolanovic is quoted in the article, “The gap between investor expectations and actual market moves is “indicating a bubble of fear and demand from investors looking to hedge or profit from a hypothetical market selloff.”