Macroeconomic forecast. Measuring of contraction risk in US economy.

Last posting 09/08/2019 In prior observation, I have pointed out worsening conditions that increased risk of recession such as Delinquency rate +2 points, Corporate profit +1 and Loan provision rate +1 point. The total score was 22 points and it corresponding to recession risk equal to 30%. Only one metric was marked as positive – …

VXX, VXXB inverse trading : strategy details and backtest

Trading stat actual on 14/04/2019 The main idea that stands behind of volatility selling is that risk usually always overestimated and the price of the insurance as result is overpriced as well. Another rule is that far standing event will be usually associated with more risk, then near standing one. This is fundamental reason why …