Most everybody is trying to ignore it though.
The VIX is still a problem here
Started by
CLK
, Jun 01 2020 03:08 PM
4 replies to this topic
#2
Darris
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Posted 01 June 2020 - 06:23 PM
The rodgerdodger 10 day correlation with spx is turning up. negative 75% today on VIX, and minus 25% on VXST
#3
CLK
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Posted 01 June 2020 - 06:50 PM
Symmetry risk here to 2960. However cash closes, just do the opposite in globex, probably 80% accuracy.
#4
slupert
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Posted 02 June 2020 - 05:57 PM
The rodgerdodger 10 day correlation with spx is turning up. negative 75% today on VIX, and minus 25% on VXST
I've been watching the 3 month vix chart hourly, it looks ready for a pop now off the double bottom. (JMHO)
Edited by slupert, 02 June 2020 - 05:59 PM.
#5
slupert
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Posted 03 June 2020 - 04:25 AM
<blockquote class="twitter-tweet"><p lang="en" dir="ltr">In what <a href="https://twitter.com/...>@DataArbor</a>calls the “Great Coiling of 2020,” <a href="https://twitter.com/federalreserve?ref_src=twsrc%5Etfw">@federalreserve</a> has arrested volatility across asset classes—spanning governments, corporates, equities, & commodities—to a degree we’ve never seen before <a href="https://t.co/RIcpjSaXNz">pic.twitter.com/RIcpjSaXNz</a></p>— Liz Ann Sonders (@LizAnnSonders) <a href="https://twitter.com/LizAnnSonders/status/1267786935751323648?ref_src=twsrc%5Etfw">June 2, 2020</a></blockquote> <script async src="https://platform.twitter.com/widgets.js" charset="utf-8"></script>
