Are Outsized Market Moves Indicating the Big One is Coming?
[video_player type=”embed” style=”1″ dimensions=”640×360″ width=”640″ height=”360″ align=”center” margin_top=”0″ margin_bottom=”20″ ipad_color=”black”][/video_player] –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)