A Vix swing, which did not require "majority" or "consensus", rolled forward under the noses of retail and even some of the larger macro hands. It advanced incredibly far reaching a high of 84.8 ... Don't be a dick for a tick !!! Finally there is an opportunity to clear all targets in the breakthrough. As an example of this, let us turn to the well-know chart ...
$vxx $uvxy $tvix $vixy $vixm $vxz I believe market volatility is coiling up. The vix has been making a wedge while the market has been making an expanding topping pattern. Energy appears to be building. I'm loving the vix in this range.
Here tracking the lows in vol as we enter into Fed flows. A tick above 15 will be enough to cascade the ladder, smelling major risk off coming to our screens for the Q close...For those tracking the highs of the cycle that can be set in S&P with the Vix above 15. Divergence in VVIX sending loud messages that VIX is going to spike... unaware retail will not see...
In my prior VIX ideas, I analyzed VIX value trends. I noted that the mid-term VIX etfs/etns (VIXM and VXZ) tended to trend downwards over time and also lagged behind VIX value movements. After then analyzing VIXM, I noted these observations can be seen quantitatively in the RSI. Note that the VIXM is usually declining with a negative RSI. Successful VIXM long...
The VIX futures had a strong move up after the market closed. the VIX rtfs/etns should open higher. The high volumes also correlate with improving RSI. It is not clear whether the SPX500 will keep falling with increasing volatility going forward. tntsunrise shows a possible rise in the SPX500 to a shorting zone, then a further fall. VXX may be traded in the...
The VIX is now at a 52 week low. This may be a one day event or a several week event. The following data are meant to help guide the decision as to when to buy/go long on the short term and midterm VIX related etfs/etfs. The VIX daily minimum and closing prices were downloaded from the CBOE website. The % of days with daily minimums and daily closing prices...
The following data is meant to help guide the decision as to when to buy/go long on the short term and midterm VIX related etfs/etfs. The VIX daily minimum and closing prices were downloaded from the CBOE website. The % of days with daily minimums and daily closing prices were then calculated in three over 3 time periods ((the last 12 1/2 years, the last 9...
The VIX (red line) is near 52 its week lows. I went long on VIXM on 7/21/2016. After further research I found that VXZ has higher volumes (more liquidity). VXZ and VIXM do not decay as fast as the leveraged ETFs/ETNs. They also react more slowly, peak more slowly, and fall more slowly then the VIX and the short term ETFs/ETNs. Looking further back in time,...
During periods of risk the VIX tends to get inverted- typically during times of stress this has stay inverted for quite some time, 6 weeks after last years shock valuation from China. When this curve goes back to a normal upwards sloping curve, this is usually a very good sign. The US equity markets has been pricing in the UK as an 'island', the risk of Brexit...
Volatility traders over the last weeks have been seeing a "flattening" of volatility structure and have not been getting the returns they were expecting for contango trades. (If you want to see contango at work, pull up a 5 year chart of UVXY. Those losses? Contango.) These charts show what is happening. The VIX (short term volatility) is rising from its...