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R0MM3LL
Jan 25, 2022 3:57 PM

VIX Uptrend Implication Short

VOLATILITY S&P 500TVC

Description

VIX (implied volatility) has reversed with market indicating increased volatility expected.

This may be viewed as a canary in the coal mine, with increasing likelihood of a more substantive market correction.

The measurement further supports risk of correction as economic environment cannot sustain extreme QE in face of rising inflation and the risk of inflation being "locked in."
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