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rwoods187
Nov 18, 2022 7:07 PM

RVOL/VVIX and the VIX 

RVOL/VVIXCBOE

Description

These two normally correlate with each other not on a daily basis but on a trending basis. The last time these decoupled this significantly, it appeared to be a vol impression and it blew up as the 2008 meltdown. We certainly have the ingredients for such an event.
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