Cross-Asset Strategist & Quantitative Analyst, Pennock Idea Hub

Cam Hui

Cam Hui has been professionally involved in the financial markets since 1985 in a variety of roles, both as a quantitative equity portfolio manager and as a sell-side analyst. He graduated with a degree in Computer Science from the University of British Columbia in 1980 and obtained his CFA Charter in 1989.

Cross-Asset Strategist & Quantitative Analyst

EQD | VIX Index WEEKLY Suggests Upcoming Increase in Volatility

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Pennock Idea Hub

We are creators of independent equity research. The Pennock Idea Hub team are veterans of the investment industry. Much of our team has spent their careers at Merrill Lynch, Deutsche Bank, RBC Capital Markets and Wood Gundy. We have taken every aspect of research back to the studs and returned to first principles. The Pennock Idea Hub marries the interests of the sell and buy side. 

We offer the best research for institutional investors by:

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Cross-Asset & Quantitative Research

Cross Asset Strategy

Chicago Board Options Exchange Volatility Index (VIX INDEX)

Chicago Board Options Exchange Volatility Index

<ul>
<li>In this era of increased 0DTE option trading, VXST is a more useful sentiment indicator, and readings are indicating a fear spike.</li>
<li>The S&amp;P 500 has become sufficiently short-term oversold that a relief rally is imminent.</li>
<li>However, oversold markets can become more oversold and market internals could be supportive of one final sentiment flush before a durable bottom can be seen.</li>
</ul>


In this era of increased 0DTE option trading, VXST is a more useful sentiment indicator, and readings are indicating a fear spike.
The S&amp;P 500 has become sufficiently short-term oversold that a relief rally is imminent.
However, oversold markets can become more oversold and market internals could be supportive of one final sentiment flush before a durable bottom can be seen.


Has the VIX Lost Its Use As A Fear Gauge?