VIX in a Month: Place your Bets

Discussion in 'Trading' started by shortie, Apr 17, 2008.

VIX in a month (or touch the extremes within a month)

  1. will touch 34 within a month

    15 vote(s)
    22.1%
  2. 27

    13 vote(s)
    19.1%
  3. 24

    10 vote(s)
    14.7%
  4. 21

    6 vote(s)
    8.8%
  5. 19

    2 vote(s)
    2.9%
  6. 17

    13 vote(s)
    19.1%
  7. will touch 15 within a month

    9 vote(s)
    13.2%
  1. What a brilliantly argued rebuttal. You can't buy insights like that. Hot damn, you're a genius.
     
    #11     Apr 20, 2008
  2. VIX is a derivative of a derivative so why chart?

    Yes you can argue that as long as others believe, it's useful,
    but if you think about how VIX is measured you'll realize that it's the S&P and its options that determine VIX's settlement prices, not supply and demand of underlying VIX contracts.

    IMO VIX is mean-reverting, so big question is what is the mean?
    Personally I use moving averages and place my bets accordingly.
    As long as we are in a bear market, my model has VIX closing in a range 22.5-30 approximately 75% of the time.

    Good luck everybody!
     
    #12     Apr 20, 2008
  3. CVR I and II do show Sell signal (sell S&P500) today. This makes it 4/6 CVR Sell signals in the last 2 days, must be a pretty strong sell signal.
     
    #13     Apr 21, 2008
  4. VIX closed at 19…only 2% ( the LOWEST percentile !) of ppl that participated in this poll got it right…Long live the ET crowd ( the contrarians) !
    J/K…SPX RV is printing 15 now and OTM skew is flattening, so I guess we are going even lower from here if last weeks action continues.
     
    #14     Apr 26, 2008
  5. there is still 3 weeks to go, we shall see... but the volatility is indeed going down the drain.
     
    #15     Apr 26, 2008
  6. Does anyone use RSI anymore?
     
    #16     Apr 26, 2008
  7. isn't VIX supposed to be mean-reverting?
     
    #17     May 1, 2008
  8. MAESTRO

    MAESTRO

    I am buying June puts on equity indexes.
     
    #18     May 1, 2008
  9. by the way, vix is 6% below 10 dma. the last time spy moved sideways/slightly down for 4-5 days after the signal.
     
    #19     May 1, 2008