132 days ago • Posted by Jasper Lawler

The SKEW index rallied before the last 2 big market sell-offs (and it's rallying now...)

The SKEW index is a measure of potential risk in financial markets. Much like the VIX index, the SKEW index can be a proxy for investor sentiment and volatility. The Skew Index measures perceived tail-risk in the S&P 500. Tail-risk is a change in the price of the S&P 500 or a stock that would place it on either of the tail ends, or the far edges of the normal distribution curve. These price changes typically have a low probability. - Investopedia

The SKEW index rallied before the last 2 big market sell-offs (and it's rallying now...)
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