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JohnKicklighter
Jun 19, 2015 10:44 PM

Short-term Risk Trades Running on Fumes Short

E-mini S&P 500 FuturesCME

Description

The negative correlation between the S&P 500 and VIX is -0.82 (20-day rolling, valued based) - both the weakest in six months and still extreme. Buying dips and selling pops in volatility has proven a favorite from short-horizon traders. Yet, the potential in that approach has dried up. Only a matter of time.
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