Andrew Thrasher, CMT

Andrew Thrasher, CMT

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Senior PM; founder, Thrasher Analytics; creator of Volatility Risk Trigger; award-winning research on forecasting VIX spikes.

Low Volatility and High Beta Lead Monthly Returns
SocialFeb 26, 2026

Low Volatility and High Beta Lead Monthly Returns

Interesting seeing Low Volatility and High Beta as the best performing factors over the last month. I don't recall seeing these two at the top together very often. https://t.co/K79dkjqxxF

By Andrew Thrasher, CMT