VMSI Institutional Market Intelligence Report — Week Ending September 4, 2025 Source: VICA Partners VMSI © — Data: Proprietary models & public sources Weekly Summary — Week Ending September 4, 2025 The VMSI composite eased to 59.7 from 60.2, modest cooling but well clear of the fade threshold (58). This keeps markets firmly in a … Read more
VMSI Institutional Market Intelligence Report — August 28, 2025 Source: VICA Partners VMSI © — Data: Proprietary models & public sources Framing Note Model: EC·F₃·μ + C, enhanced with flow-momentum dynamics. It integrates inertia (mass × acceleration), friction (funding and execution constraints), urgency (deployment pacing), and convexity (amplification when flows meet stable macro). Proprietary drift … Read more
VMSI Institutional Market Intelligence Report — August 21, 2025 Source: VICA Partners VMSI © — Data: Proprietary models & public sources Framing Note The EC·F₃·μ model is next-generation market physics. Unlike traditional quant factor screens, it captures inertia (M × a), friction (F₃), and urgency (μ). This resolves what standard quant misses — the persistence … Read more
VICA Partners | August 20, 2025 Markets are pricing an ~85% chance of a 25bp cut at the September 16–17 FOMC. Upside: limited if Powell delivers what’s already priced Downside: sharper if he stalls or pushes cuts out This playbook gives you: A scenario grid mapping Fed outcomes to market impact A visual chart for … Read more
VMSI Institutional Market Intelligence Report — August 14, 2025 Source: VICA Partners VMSI © — Data: Proprietary models & public sources Summary — Week Ending Aug 14, 2025 Institutional capital remains fully engaged at structural highs, with macro tailwinds — stable rates, tight credit spreads, steady USD — reinforcing risk deployment. Allocation pacing is disciplined, … Read more
July CPI: +0.2% MoM, 2.7% YoY (unchanged from June). Core CPI: +0.3% MoM, 3.1% YoY. Key Data Points from July CPI Shelter: +0.2% MoM, +3.7% YoY – still the largest sticky component. Medical care services: +0.8% MoM, +4.3% YoY – accelerating for a second month. Energy: -1.1% MoM, -1.6% YoY – gasoline down 9.5% YoY. … Read more
VICA Research — Volatility & Market Sentiment Index (VMSI©) “Directional force is building across the tape — but not indiscriminately. Capital isn’t chasing — it’s calibrating. Institutions are moving first, with velocity, precision, and a strict time-cost bias.” — Matthew Krumholz, CEO, VICA Partners Institutional Summary • Composite VMSI rises to 61.7 — highest this … Read more
Executive Summary As of August 1, 2025, the VMSI® composite score sits at 59.8, its highest level since Q1. Institutions are steadily expanding into risk—without chasing it. Capital momentum is deliberate. Volatility is easing. Hedging demand is receding. But behavioral signals tell a different story on the retail side: loss aversion, recency bias, and framing … Read more
August 4, 2025 | VICA Macro Strategy Note By Matthew Krumholz | Source: VICA Partners Executive Summary A sharp drop in July job creation triggered an aggressive repricing of Federal Reserve expectations. While short-end yields tumbled and Fed cut odds surged, institutional capital quietly rotated into risk. VMSI — VICA’s proprietary Volatility & Market Sentiment … Read more
VICA Partners | July 31, 2025, VICA Research — Volatility & Market Sentiment Index (VMSI©) “Institutional positioning continued to build momentum this week as macro volatility faded and sector breadth advanced. With hedging overlays thinning and capital rotating into cyclicals, the VMSI reflects a quiet but growing bias toward risk-on participation.” — Matthew Krumholz, CEO, … Read more