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VIX Correlation Coefficient Highest since March top


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#1 Rogerdodger

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Posted 18 October 2017 - 08:57 AM

Interesting, in that it seems to peak before any price pullback.

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Edited by Rogerdodger, 18 October 2017 - 09:01 AM.


#2 dowdeva

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Posted 18 October 2017 - 09:22 AM

The decline seems to happen after the correlation declines under 0.00 from over 0.

 

I've found that as the correlation coefficient increases from -1, one can often see parabolic rallies first - just as useful.

 

Great little indicator.