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Results tagged with vix
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user 73721
The Chicago Board Options Exchange Market Volatility Index, a popular measure of the implied volatility of S&P 500 index options.
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Steep contango in near term VIX as nears expiry date
VIX futures expiry on 21 Aug.
VIX curve in very steep contango up to October.
Is there any evidence of this providing a market timing tool of any worth?
Thanks …
- 1