After Calling April's Whimpering Volatility Spike, MKM Derivatives Analyst Left Wondering When Shoe Drops

HFA Padded
Mark Melin
Published on
Updated on

Volatility has been acting “odd,” a research note from MKM Partners observed. Back on March 6, when the research provider made the projection that volatility spike was likely to rise again in the intermediate term, they did so based on historical pattern analysis rather than a fundamental market call. Volatility did jump, but even that relative spike was abnormal. Forecasting a stock market crash and resulting major volatility spike can be a challenging task Perhaps one of the most difficult feats in forecasting is accurately predicting a market crash. The feat has been partially accomplished only once when in 2015…

This content is exclusively for paying members of Hedge Fund Alpha

Log In

Insider Strategies and Letters to Shareholders from the Top Hedge Funds and Maximize Your Portfolio Growth with Hedge Fund Alpha

Don’t have an account?

Subscribe now and get 7 days free!

HFA Padded

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.