VIX down with the market, does anybody have a quick way to see when this happened last?
tia
Posted 13 April 2018 - 11:39 AM
VIX down with the market, does anybody have a quick way to see when this happened last?
tia
Posted 13 April 2018 - 11:42 AM
It happens many times on a Friday, even with the market down. Market makers take 3 days out of their models for the weekend and you get this. Then on Monday it typically bounces back with a new week ahead.
Posted 13 April 2018 - 11:43 AM
Yes, even as we pullback a little... our F'ednFriendz are still struggling to get control of their VIX Suppression Machine...
The one that miserably failed them in February...
So consider it a training exercise under these light volume conditions...
Posted 13 April 2018 - 11:52 AM
Could see an uptick in volatility on uncertain global outlook into weekend... i.e Middle East developments... whatever.
Posted 13 April 2018 - 11:54 AM
To me I can quantify it by looking at VXX...
S1 45.38
S2 45.07
That is hourly, but it is also just an hourly daytrading instrument... so we use hourly chart to trade it...
So I'd like to see those tests to set up some odds...
Maybe others are looking at it too...
See if we get a reflex or not...
Edited by SemiBizz, 13 April 2018 - 11:55 AM.
Posted 13 April 2018 - 11:58 AM
You're getting time decay this close to expiration, regression to mean with SPX and 20-day moving average, and most importantly, a small change in the SPX.
Posted 13 April 2018 - 12:01 PM
It happens many times on a Friday, even with the market down. Market makers take 3 days out of their models for the weekend and you get this. Then on Monday it typically bounces back with a new week ahead.
Thanks tommyt
Posted 13 April 2018 - 12:01 PM
Yes, even as we pullback a little... our F'ednFriendz are still struggling to get control of their VIX Suppression Machine...
The one that miserably failed them in February...
So consider it a training exercise under these light volume conditions...
Thanks Semi
Posted 13 April 2018 - 12:02 PM
You're getting time decay this close to expiration, regression to mean with SPX and 20-day moving average, and most importantly, a small change in the SPX.
Thanks Data
Posted 13 April 2018 - 12:27 PM
To me I can quantify it by looking at VXX...
S1 45.38
S2 45.07
That is hourly, but it is also just an hourly daytrading instrument... so we use hourly chart to trade it...
So I'd like to see those tests to set up some odds...
Maybe others are looking at it too...
See if we get a reflex or not...
So far, nobody home at 45.07 to protect it...
This can fall into low 43s from here, so I will watch for awhile, see if it regains composure ...