VIX Ratio - Daily/Zoom INVIX Ratio - Daily/Zoom IN
VIX3M/VIX ratio
13MA for both ratio and ES
RSI-W for ratio
Heikin Ashi ratio
VIX remains bearishI have been finding VIX3M provides a lot smoother and cleaner version of the vix. As you can see before significant vix spikes there are signals that take 6 months+ to develop. Before vix spikes we can see the loss in momentum when vix starts to base failing to make new lows or significant new lows
Is the economy going to hit a wall?The problem with the worlds economies reopening now is the stock markets already priced in the reopening over the past year with lower inflation numbers and massive QE.
How do the markets avoid hitting this inflation wall?
Fed says it's "transitory", is there enough QE left to jump this wall?
How
VIX BackwardationPast instances of this extreme in vix term structure has marked a short-term bottom, followed by continued selling over the following weeks and months.
Large divergence between volatility expectations and stocksA Tweet from Tracy Alloway with Bloomberg caught my eye this morning (twitter.com). 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
Range boundVolatility continues to be "crushed." Reviewing the VXV to VIX ratio we can see high probability shorts and pull-backs. As long as the ratio remains range bound the markets will remain within striking distance of "highs"
See all ideas