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dime
15 wrz 2019 18:36

Frequent VIX Spikes for 2019 

VOLATILITY S&P 500TVC

Opis

In this chart we can see the pattern formed year to date where the time between VIX spikes is decreasing.
With each spike the VIX is taking less time to return to above the 15 year average to the 18%+ range.

Measured from peak to peak, each of the three spikes has been about 126 trading days apart.
The average number of trading days measured from dropping under 18% to return to 18%+ is only 21 trading days.

With less than 75 trading days remaining in 2019 is there any reason to assume this pattern won't continue into year end?
Komentarze
mattgetsbarreled
bro how do we long the VIX with leverage? the ETF's don't seem to perform that well
dime
@mattgetsbarreled, when you think the next VIX spike is overdue you could buy some cheap VIX calls. Read up on the mysterious Fifty Cent VIX trader. It's an interesting story.
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