Probability Map January 31

Meta Strategy Derivatives Portfolio – Probability Map Update.

Wednesday Update — Preview of next week’s market outlook

— Tuesday Update —

Volatility Clusters

Even when expected, a lightning quick change in market regimes still always surprises, and it takes some time to adjust to a new environment.

Last week’s bout of volatility has forced the VIX futures term structure to invert over several days, which is one of my key indications that a significant change in the market environment has taken place.

In combination with the pronounced characteristic of financial markets to display a clustering of volatility, my expectation is that larger market swings are here to stay for the foreseeable future.

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