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vixandmore.blogspot.com - 12/23/2008
The VIX, Lehman Brothers, and Forecasting
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Jeff Kearns and Michael Tsang of Bloomberg have an article out today ( VIX Fails to Forecast S&P 500 Drop, Loses Followers ) in which the authors contend that largely because the VIX failed to predict the October losses in the S&P 500 index (SPX), the VIX is no longer considered to be ...
The Volatility of the VIX: From Bear Panic to Barely Elevated
traderfeed.blogspot.com - 12/26/2008
The Volatility of the VIX: From Bear Panic to Barely Elevated
— traderfeed.blogspot.com — VIX , a measure of implied volatility for S&P 500 options, has been making multi-month lows this... past week, declining even as stocks have moved lower. Equally interesting, the volatility of the VIX itself--measured in the chart above as a ... (more) The Volatility of the VIX: From Bear Panic to Barely ...

Comments vote down Abnormal Returns found this 12/26/2008found this
condoroptions.com - 12/22/2008
Top Finance Blogs of 2008
— condoroptions.com — In the holiday spirit, we wanted to give some link love and to say thanks to the... bloggers who have consistently captured our attention this year. In no particular order, here are some sites that really deserve your time. Go ahead and add them to ... (more) Top Finance Blogs of 2008

Comments vote down Abnormal Returns found this 12/22/2008found this
The VIX Annual Cycle
vixandmore.blogspot.com - 12/26/2008
The VIX Annual Cycle
— vixandmore.blogspot.com — Two years ago, when I was the only person reading this blog, I posted about VIX seasonal... patterns in A Month By Month Look at the VIX . Since the original post I have received quite a few requests to update the chart with more recent data. On the ... (more) The VIX Annual Cycle

Comments vote down Afraid to Trade.com Blog found this 12/26/2008found this

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Daily Options Report:  VIX Searching for It's Mojo

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Blog Reactions

VIX Searching for It's Mojo
Daily Options Report — ... wouldn’t fluctuate” more than 7% in the next 30 days. Think of the math here. It’s pretty simple. One standard deviation means there is a 2/3 chance of staying inside the range and that there is a 1/3 chance of being outside of the range. The fact that the index was outside of the implied range should not surprise anyone. There was a 33% chance that would happen. What is surprising is that people actually believe this is significant. Indeed. To which Bill Luby adds. Some quick comments on the math involved here. Using a ...

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