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PrometheusCHT
25 lip 2017 07:35
VIX vs GVZ Spread.
TVC:VIX
VOLATILITY S&P 500
TVC
Opis
⋅
25 lip 2017 07:35
Put this together simply to visualise S&P realised vol against gold vol, it seems gold tends to realise slightly more, at least in the present regime.
Volatility
spread
Gold
VIX CBOE Volatility Index
GVZ
goldvol
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