This chapter examines the seasonal fluctuations in market volatility, particularly through the lens of the VIX, which often peaks in January, August, and October. It highlights the unique patterns observed during presidential election years and the historical correlation of the S&P 500's performance in the latter half of the year. Additionally, the discussion encompasses the contrasting investor strategies surrounding surprises in capital markets and the implications for both tech and small-cap stocks.

Get the Snipd
podcast app

Unlock the knowledge in podcasts with the podcast player of the future.
App store bannerPlay store banner

AI-powered
podcast player

Listen to all your favourite podcasts with AI-powered features

Discover
highlights

Listen to the best highlights from the podcasts you love and dive into the full episode

Save any
moment

Hear something you like? Tap your headphones to save it with AI-generated key takeaways

Share
& Export

Send highlights to Twitter, WhatsApp or export them to Notion, Readwise & more

AI-powered
podcast player

Listen to all your favourite podcasts with AI-powered features

Discover
highlights

Listen to the best highlights from the podcasts you love and dive into the full episode