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Kolanovic: The VIX is low, strangely low – Get Ready For Vol

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Mark Melin
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Watch out for near term market volatility, warns JPMorgan’s quant master Marko Kolanovic in a March 16 research note. But there are two factors that are likely to present investors an opportunity if they know what to watch.

 

Kolanovic
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VIX is low, strangely low

While the US equity markets are signaling little if any risk, ala the near dormant CBOE VIX index, currently knuckle dragging near the 11.29 level, Kolanovic says the market volatility – and a price decline – could disrupt markets in the near-term future.

By Kolanovic’s standards, volatility has nearly doubled from January to February, a call he made last month....

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Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.