Bond Yield Problem? | NVidia Options Implied Volatility | US Dollar Falls | Did 60/40 Save Investors Last 5 Years?

Bond Yield Problem? | NVidia Options Implied Volatility | US Dollar Falls | Did 60/40 Save Investors Last 5 Years?

Author: Derek Moore May 25, 2025 Duration: 38:15

Derek Moore talks about seeing stories of exploding 30-year yields but what if they are low compared to historical relationships between the fed funds rate? Then, looking at how correlated the 60/40 portfolio has been over the last 5 years begging the question, did it do anything for investors? Later, looking at NVidia implied volatility ahead of its big earnings release this week to see what the options market is pricing in for a potential one standard deviation move? All this and more this week.  

 

S&P 500 Index net profit margins expected next 12 months

The US Dollar index breaks below its trendline

Nvidia earnings and the options market

Forecasting expected 1-standard deviation moves using implied volatility

Correlations between the S&P 500 Index and the 60/40 portfolio last 5 years

Historical average of the spread between the 30 Year Treasury and the Fed Funds Rate

Should the 30-year treasury yield be higher?

Japan bond yields normalize reaching highest levels going back to 2007

 

 

 

Mentioned in this Episode

 

Derek Moore's book Broken Pie Chart https://amzn.to/3S8ADNT

 

Jay Pestrichelli's book Buy and Hedge https://amzn.to/3jQYgMt

 

Derek's book on public speaking Effortless Public Speaking https://amzn.to/3hL1Mag

 

Contact Derek derek.moore@zegainvestments.com 

 

 

 

 

 


Derek Moore hosts Broken Pie Chart, a podcast that digs into the practical realities of managing money in a complex world. The name comes from the idea that traditional, rigid models for investing and planning often don't reflect real life. Each episode takes a specific concept-whether it's portfolio construction, market behavior, or preparing for retirement-and breaks it down into straightforward conversation. You'll hear clear explanations of economic trends and financial principles without the jargon, focusing on how these ideas actually impact personal and professional decisions. This isn't about hot stock tips; it's about building a durable understanding of how markets and the economy function. The goal is to provide listeners with a stronger foundation for their own financial choices, making seemingly opaque topics accessible and relevant. Tune in for a thoughtful, grounded perspective that challenges conventional wisdom and simplifies the complicated.
Author: Language: English Episodes: 100

Broken Pie Chart
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