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Fractal Market Hypothesis

A collection of 44 issues

Blog: Is the VIX Broken? Nope.

Recently I’ve read some market commentators declare the VIX1 “broken" as a fear index because it’s not always down when the market is up and up when the market is down. I’ve heard this story several times over the years, but the only time the VIX

Blog: The Fractal Market Hypothesis remains in force as "everything moves in tandem"

Blog: The Fractal Market Hypothesis in Action

Bloomberg recently featured an article titled “Lockstep Stock Market is Forcing Everyone to be a Macro Trader.”1 The article noted that the correlation across stocks has increased substantially. Markets seem to be less concerned about individual stock stories than about the overall economy and its effect on all stocks.