Will The VIX Be The Best US Method To Play Brexit Mean Reversion?

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Mark Melin
Published on
Updated on

Saddled in between a U.S. Federal Reserve that recently indicated in Wednesday’s FOMC meeting rate hikes might be put off, leading some to point to weakness and confusion, and a June 23rd Brexit vote that has shockingly left one lawmaker dead in the region, sits the stock market. With six days of stocks trading lower, The McClellan Market Report thinks when the dust settles after the Brexit vote a mean reversion may occur.

FTSE 100 and Euro Stoxx 50 taking a reasonably equal beating ahead of Brexit

The scare tactics surrounding the Brexit vote have been beating down the FTSE 100,...

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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.