Analysis: VIX and Brent Crude Show Divergence, Potential Third Wave of Volatility Approaches
Written by Emily J. Thompson, Senior Investment Analyst
Updated: 6 hours ago
0mins
Source: moomoo
Market Divergence: In April, a significant divergence was noted between the VIX and Brent crude oil futures, attributed to the resilience of the S&P 500 Index.
Volatility Risks: The article highlights a kind of "fat tail" risk, indicating that volatility shocks have rattled global macro markets at the end of January and February.
Potential for Future Shocks: There is a suggestion that if a third volatility shock occurs soon, it would not be surprising to market observers.
Social Media Insights: Daniel Yan, co-founder of Kryptanium Capital, shared these insights on social media, emphasizing the current market conditions.
About the author
Emily J. Thompson
Emily J. Thompson, a Chartered Financial Analyst (CFA) with 12 years in investment research, graduated with honors from the Wharton School. Specializing in industrial and technology stocks, she provides in-depth analysis for Intellectia’s earnings and market brief reports.
