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posted by VIXandMore vote down flag
vixandmore.blogspot.com - 19 days ago
Combining Bollinger Bands on Rates of Change in the VIX
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As far as I can tell, I have not yet posted about the use of Bollinger bands in conjunction a rate of change (ROC) indicator to identify volatility breakouts. In summarizing the action in the VIX over the course of the past two weeks, the chart below captures some of the drama in terms of 10% ...
VIX Goes From Overbought To Oversold In 5 Days
quantifiableedges.blogspot.com - 17 days ago
VIX Goes From Overbought To Oversold In 5 Days
— quantifiableedges.blogspot.com — The VIX has moved from overbought to oversold quite quickly this past week (based on its stretch... above and below the 10-day average). This brings up the question of whether the now “oversold” VIX is suggesting a selloff for the S&P. I took a look at similar past situations. Results have ... (more) VIX Goes From Overbought To Oversold In 5 Days

Comments vote down quantifiableedges quantifiableedges posted 17 days agoposted this
The VIX:VXV Ratio, Availability Bias and Disaster Imprinting
vixandmore.blogspot.com - 21 days ago
The VIX:VXV Ratio, Availability Bias and Disaster Imprinting
— vixandmore.blogspot.com — Once a popular subject in this space, the VIX:VXV ratio appeared to be a casualty of the... financial turmoil and record volatility spikes in October 2008, when the ratio spiked to record levels an generated a buy signal that turned out to be nothing short of a disaster. I was not yet ready to ... (more) The VIX:VXV Ratio, Availability Bias and Disaster Imprinting

Comments vote down VIXandMore VIXandMore posted 21 days agoposted this
The VIX Spike Conundrum
vixandmore.blogspot.com - 23 days ago
The VIX Spike Conundrum
— vixandmore.blogspot.com — I have been absolutely astonished by the number of comments I have seen in the past few... days to the effect that right now is an excellent time to make initiate new long positions on VIX options. I am still not sure what is behind most of this thinking, but it seems as if quite a few investors ... (more) The VIX Spike Conundrum

Comments vote down VIXandMore VIXandMore posted 23 days agoposted this
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