Posts tagged as:


An unhelpful VIX

August 19, 2009

A post at Vix and More includes the following graph of the VIX and the forward-looking 21-day realized volatility: The post discusses the fact that realized vol has remained well below implied vol, but I think there's a much more interesting facet to this chart. First, consider what is being plotted: the VIX, marked in […]

0 comments Read the whole post →

Misreading misleading charts: VIX edition

June 16, 2009

Get your tin foil hats back out! Zero Hedge can't seem to keep their manipulation theories under control (I addressed one here in one of TGR's most popular posts) and today's example is to egregious to pass up. In this post, Zero Hedge reviews ground breaking "research" from Innovative Quant Solutions "on the very relevant topic […]

2 comments Read the whole post →