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10 Day Correlation of VIX and SPX

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#1 Douglas



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Posted 05 December 2017 - 04:12 PM

For the life of me I can't remember who first published a chart here at FF of the 10 day correlation of VIX and SPX noting peaks tend to occur near  short term stock market tops.  Well it looks to me like the correlation just hit a 5 year high.  Thank you whoever you are for this interesting indicator.




Edited by Douglas, 05 December 2017 - 04:13 PM.