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 shift in late 2025 is creating distinct volatility patterns that event-driven traders can exploit. According…
The Federal Reserve’s anticipated policy pivot in late 2025 creates a complex volatility landscape that demands sophisticated positioning. According to Bloomberg market…