It’s official. Volatility is back in vogue.
On Wednesday the Vix index, which is derived from the value of S&P 500 options, posted its biggest two-day increase in nine months following a sharp fall in S&P 500 equities on renewed fears about the robustness of the global economic recovery.
...
We would further add that putting blind faith in any futures price for forecasting purposes is never a good idea. It’s well known that futures have always been poor at predicting the future in any market.
On that basis, Vix futures should not be seen any differently .
http://ftalphaville.ft.com/blog/2011/02/24/497116/can-you-trust-the-vix/
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Διαφωνώ για ένα fundamental λόγο: οι εμπλεκόμενοι στα παράγωγα είναι περισσότερο ενημερωμένοι, φραγκάτοι και μεγαλύτερου βάρους...
Δεν λέω ότι δεν κάνουν λάθος, όταν γίνεται έχουμε φούσκα, σκάνδαλο και μεγάλες χασούρες... Μαθαίνεται δηλαδή.
On Wednesday the Vix index, which is derived from the value of S&P 500 options, posted its biggest two-day increase in nine months following a sharp fall in S&P 500 equities on renewed fears about the robustness of the global economic recovery.
...
We would further add that putting blind faith in any futures price for forecasting purposes is never a good idea. It’s well known that futures have always been poor at predicting the future in any market.
On that basis, Vix futures should not be seen any differently .
http://ftalphaville.ft.com/blog/2011/02/24/497116/can-you-trust-the-vix/
____________________________________
Διαφωνώ για ένα fundamental λόγο: οι εμπλεκόμενοι στα παράγωγα είναι περισσότερο ενημερωμένοι, φραγκάτοι και μεγαλύτερου βάρους...
Δεν λέω ότι δεν κάνουν λάθος, όταν γίνεται έχουμε φούσκα, σκάνδαλο και μεγάλες χασούρες... Μαθαίνεται δηλαδή.
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