VIX √12 = SPX anticipated 30 day move %

Zaktualizowano
This is a commonly used calculation that many traders use, I believe it's also part of the CMT.

Uwaga
Currently, according to the calculation we should expect a 5.8% move withing the next 30 days.

snapshot
Beyond Technical AnalysisdjiaDOWforecastspdrSPX (S&P 500 Index)SPDR S&P 500 ETF (SPY) UVXYVIX CBOE Volatility IndexXIV

Wyłączenie odpowiedzialności