Comments on: The Fear Barometer

By: Is Skew Signalling a Pullback? | Fifth Estate

Is Skew Signalling a Pullback? | Fifth Estate — Wed, 20 Feb 2013 12:15:48 +0000

[...] are some indicators that I tend to like. The CSFB “Fear Barometer” is one of them. As a rehash of what this indicator [...]

By: Fear Barometer Bubbling | SurlyTrader

Fear Barometer Bubbling | SurlyTrader — Wed, 18 Apr 2012 22:34:40 +0000

[...] talked about this index in April 2011 and I am mentioning it again in April 2012. “It certainly does not give me a comfortable [...]

By: Three Levels to Keep an Eye On | SurlyTrader

Three Levels to Keep an Eye On | SurlyTrader — Wed, 04 May 2011 03:09:21 +0000

[...] on April 29th, but we have seen a fairly strong rebound in the VIX since its low. In addition, the Credit Suisse Fear Barometer has remained in ultra-high +25 territory since the beginning of the [...]

By: SurlyTrader

SurlyTrader — Tue, 12 Apr 2011 02:31:23 +0000

There is definitely an idea that those who sell puts should get an extra risk premium for selling tail side risk. That being said, I have stated that there would have to be a lot of 1987 events to make the put premium make sense.

By: SurlyTrader

SurlyTrader — Tue, 12 Apr 2011 02:29:36 +0000

That is exactly what we are looking for, the willingness of investors to put their money into hedges rather than participate in future upside gains.

By: Wang Yuanhang

Wang Yuanhang — Sun, 10 Apr 2011 15:01:02 +0000

indication of risk premium?

By: Jason

Jason — Fri, 08 Apr 2011 03:46:28 +0000

Bloomberg! I can’t live without it!

By: Jon Brager

Jon Brager — Wed, 06 Apr 2011 08:34:55 +0000

This thing doesn’t say much IMO. It’s actually highly correlated with the S&P, which to me means as stocks go higher people are more willing to hedge their gains.

By: FT Alphaville » Further reading

FT Alphaville » Further reading — Wed, 06 Apr 2011 07:12:09 +0000

[...] The fear barometer is back at 2007 [...]