Analyses

ViX as a market gauge of direction - II

ViX as a market gauge of direction - II
In our previous post we introduced the concept of using the ViX as a market gauge, and its practical use in terms of setting volatility based stop-...

ViX as a market gauge of direction - I

ViX, 1987, Black Monday, IT-bubble, 2008, fear index, volatility, SP500
A statistical strategy I've been working on. In this case it is based on looking at the volatility of SP500 options, 30 days ahead of time. (ViX)T...