Vix negative correlation:The lead–lag relation between VIX futures and SPX futures
The lead–lag relation between VIX futures and SPX futures
由CBangsgaard著作·2023·被引用3次—Wefindthatthetwofuturesmarketsexhibitlittleconnectionunderlowlevelsofvolatility,whiletheirpricesarecharacterizedbyastrongernegative ...。其他文章還包含有:「CBOEVolatilityIndex(VIX)」、「CorrelationAnalysisofVIX®andHighYieldandEmerging...」、「HowtoTradetheVIX」、「InsideVolatilityTrading」、「VIXIndex-WhatitIs」、「VIXtoS&P500Correlation:Trends」、「VIX」、「W...
查看更多 離開網站CBOE Volatility Index (VIX)
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As a rule of thumb, VIX values greater than 30 are generally linked to large volatility resulting from increased uncertainty, risk, and ...
Correlation Analysis of VIX® and High Yield and Emerging ...
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There is a negative correlation between VIX and VIX futures and high yield and emerging market bonds. ... negative correlation with credit bonds ...
How to Trade the VIX
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Realizing the generally negative correlation between volatility and stock ... The ProShares Short VIX Short-Term Futures ETF (SVXY) is an inverse ETF that ...
Inside Volatility Trading
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The VIX Index generally tends to have an inverse relationship with the S&P 500 Index and historically when the S&P 500 Index declines the ...
VIX Index - What it Is
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The VIX usually carries an inverse relationship or negative correlation with the SPX. When the SPX rises, the VIX tends to fall and vice versa. However, the VIX ...
VIX to S&P500 Correlation: Trends
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The correlation between the VIX and S&P500 has been relatively stable in the last 20 years, oscillating around -0.80. It confirms the tendency of the two ...
VIX
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What makes VIX attractive in a diversification strategy is first its consistently negative correlation with equity securities: the more the market falls ...
What Does This Rare Positive Correlation Between VIX and ...
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What's Up With The VIX?. Understanding ...
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meaning that when one goes up, the other usually goes down. The correlation between the ...