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The Huge Implied-Realized Volatility Spread Part 1

Posted on December 28, 2020 by robby
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$VIX is calculated at 21.53% as of the close on December 24th. Compared to March where it was calculated near… Continue Reading →

General, Data Visualization, Finance, Investing, Trading
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VIX Backwardation PT3: The M1-M2 (VX1,VX2) Spread Risk

Posted on April 21, 2020 by robby
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In our first two posts here and here about backwardation we described the fundamental meaning of an IVX backwardation. Namely… Continue Reading →

General, Data Visualization, Finance, Investing, Trading Data Visualization, Investing, Trading, VIX
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DIX PT1: Measuring SPX Forward Risk by DIX Size

Posted on April 5, 2020 by robby
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Everyone is talking about big DIX (Dark Index TM). DIX recently printed ~51%, the second biggest DIX observation in the… Continue Reading →

General, Data Visualization, Finance, Investing, Trading
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The VIX, More Like Last Month or More Like Next Month?

Posted on March 29, 2020 by robby
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In our last post: http://www.discretionarydystopia.com/mind-the-volatility-gap-spread/ We described that the VIX index should be thought of relative to historical volatility. And… Continue Reading →

General VIX, Volatility

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