Are Outsized Market Moves Indicating the Big One is Coming?

2 years ago
22

--Outsized moves in SP500
--4 out 5 weeks have seen 2 sigma moves
--has we seen this before?
--SKEW and VVIX compound the situation
--monitoring bond markets and dollar closely

SPX Expected Move --
--last week -- 120.79 (expected move)
--next week-- 112.64 (expected move)

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