AdrianRaymondFX

Large divergence between volatility expectations and stocks

VXV/VIX  
VXV/VIX  
A Tweet from Tracy Alloway with Bloomberg caught my eye this morning (https://twitter.com/tracyalloway/status/745855941619384321). She points out that the one-month VIX             just tipped over the 3-month VXV             . While this has happened many times in the past, I did notice that there is a rather large divergence between the VXV/VIX ratio and the SPX             right now. The chart says it all folks. This certainly doesn't guarantee a sharp decline in stock markets, but this is definitely something to watch for today and tomorrow.
moneymaking
7 months ago
Great work mate, thank you for sharing your outlook, appreciate it, as always. All the best :)
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