This week’s episode examines underlying market resilience and the volatility complex following a strong stretch through the first three weeks of May. I analyze why structural market health continues to defy daily geopolitical headlines and other stressors. Topics discussed:
- The design, upward trajectory, and current status of the proprietary Market HRV framework
- VIX’s compression regime and why it matters to markets
- The evolution of the VX curve throughout May, and how June VX’s reign as the front month is starting off
- Volatility composition dynamics following Nvidia earnings
- Rotational mechanics between the major equity indices
- Relief within fixed income markets and its impact on the broader landscape
- A surprising drop in liquidity worth monitoring
The full deep-dive session is available below.
Here we go!
