tag:blogger.com,1999:blog-897456774486153841.post342052214404667496..comments2024-03-25T09:22:22.004-07:00Comments on VIX and More: Fear vs. VolatilityBill Lubyhttp://www.blogger.com/profile/01241003017364820134noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-897456774486153841.post-16550860080051868522007-08-11T12:35:00.000-07:002007-08-11T12:35:00.000-07:00Yes, the selling on friday was fear and speculativ...Yes, the selling on friday was fear and speculative shorting. We are very close to a bottom with the added market liquidity from ECB and the Fed. Volatility should drop very soon. Small caps are beginning to stabilize.Unknownhttps://www.blogger.com/profile/07940721399571851897noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-19891798578243051852007-08-11T03:26:00.000-07:002007-08-11T03:26:00.000-07:00I wonder if the issue with this decoupling is that...I wonder if the issue with this decoupling is that the Fear is being generated primarily on the junk/high-risk fixed income side. <BR/><BR/>It spills over in a somewhat haphazard fashion to the equity side.Ritholtzhttps://www.blogger.com/profile/08608448405502237269noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-14762476334124487002007-08-10T12:13:00.000-07:002007-08-10T12:13:00.000-07:00Nice post. Yes, the VIX move has indeed been disp...Nice post. Yes, the VIX move has indeed been disproportionate to the underlying equity gyrations, and your chart shows it well.<BR/><BR/>One interesting theme is that the heightened fear has produced little genuine panic. We haven't seen any massive, 7-20% down days (thank heavens). The selling seems very genteel and organized. However, I often wonder if a spring is being wound here.dkhttps://www.blogger.com/profile/14935428341758366207noreply@blogger.com