Decoding the Volatility Regime Shift Ahead of 2025 Fed Pivot
The VIX futures term structure has entered a pronounced inversion phase, with front-month contracts trading at significant premiums to longer-dated…
The VIX futures term structure has entered a pronounced inversion phase, with front-month contracts trading at significant premiums to longer-dated…
The Federal Reserve’s anticipated policy pivot in late 2025 creates a complex volatility landscape that demands sophisticated positioning. According to Bloomberg market…
As the U.S. stock market enters the final quarter of 2025, investors are bracing for increased volatility and potential shifts…
The U.S. stock market is currently experiencing a period of heightened volatility and rapid shifts in sentiment, driven by a…