A look at intermediate term volatility

VIX/VIX3MCBOE

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⋅ 1 Th08 2015 16:08

I'm not a big fan of using static values on the VIX. A look at VIX/VXV shows that when the VIX makes a big move relative to the VXV the market is likely near a turning point. I have used a keltner channel as a filter to show only the extreme moves.

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