The VIX Spike Conundrum

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VIX

posted by VIXandMore vote down flag

vixandmore.blogspot.com - 11/3/2009

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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 ...

quantifiableedges.blogspot.com - 27 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

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quantifiableedges posted 27 days agoposted this

vixandmore.blogspot.com - 10/29/2009

VIX Spike of 35% in Four Days Is Short-Term Buy Signal

— vixandmore.blogspot.com — It has been awhile since I posted one of my VIX studies and given the recent spike... in the VIX, today’s action seemed like a good excuse to revisit the idea of VIX spikes as contrarian bullish mean reversion buying opportunities. Today the VIX closed at 27.91, which is up 34.9% in the four ... (more) VIX Spike of 35% in Four Days Is Short-Term Buy Signal

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VIXandMore posted 10/29/2009posted this

vixandmore.blogspot.com - 10/30/2009

Pullback Surpasses 2009 Mean

— vixandmore.blogspot.com — While this might not provide a great deal of comfort to longs, I have updated the VIX... and More Pullback Table to reflect today’s selloff. The table shows that the peak to trough drop of 66.73 points (6.1%) in the SPX has exceeded the 2009 average of 5.8%. As noted previously, a 5.8% pullback ... (more) Pullback Surpasses 2009 Mean

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VIXandMore posted 10/30/2009posted this

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