Discover how the Cboe SKEW Index assesses market volatility and perceived tail-risk in the S&P 500, despite its limitations as a predictive tool.

Fact checked by Pete RathburnReviewed by Somer AndersonFact checked by Pete RathburnReviewed by Somer Anderson The Cboe SKEW index (SKEW) measures potential risk in financial markets. Much like the ...

The CBOE SKEW Index (SKEW) is at all-time highs, suggesting traders are paying up to hedge against tail risk While we were sleeping ... the SKEW index hit all-time highs? What's SKEW? I don't know -- ...

A method of assessing multivariate normality by decomposition of measures of multivariate skewness and kurtosis into orthogonal components is described. The components can readily be inspected ...

This is a preview. Log in through your library . Abstract In this paper, we introduce the multivariate skew-normal model in the context of measurement error models in ...

Contrarian traders, by nature, tend to fade the prevailing market norm. According to some, when the options market gets too bearish one should get bullish. This is in line with the old theory that the ...