tag:blogger.com,1999:blog-897456774486153841.post1949070385613603660..comments2024-03-28T06:07:36.391-07:00Comments on VIX and More: Fear Is on the DeclineBill Lubyhttp://www.blogger.com/profile/01241003017364820134noreply@blogger.comBlogger5125tag:blogger.com,1999:blog-897456774486153841.post-69580914843295380632008-10-27T10:46:00.000-07:002008-10-27T10:46:00.000-07:00Hi Mikkel,You can get some information about the V...Hi Mikkel,<BR/><BR/>You can get some information about the VXV from the CBOE: <A HREF="http://www.cboe.com/micro/vxv/default.aspx" REL="nofollow">VXV splash page</A>, but if you click on posts with the <A HREF="http://vixandmore.blogspot.com/search/label/VXV" REL="nofollow">VXV label</A> on VIX and More you can probably find more information here than anywhere else on the web.<BR/><BR/>For a current quote on VXV you are probably best off going through your broker.<BR/><BR/>Cheers,<BR/><BR/>-BillBill Lubyhttps://www.blogger.com/profile/01241003017364820134noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-75590920971709953882008-10-27T10:40:00.000-07:002008-10-27T10:40:00.000-07:00Where can you look up VXV? I haven't been able to ...Where can you look up VXV? I haven't been able to find it.<BR/><BR/>Also your interpretation makes sense as governments around the world seem to have decided to not let any more failures happen, but now <A HREF="http://www.nakedcapitalism.com/2008/10/currency-crisis-is-gathering-storm.html" REL="nofollow">systemic risks</A> are going sky high.<BR/><BR/>The governments have basically gone "all in" not only trying to support their financial systems but their currencies as well. It's hard not to jump in but there are now so many extreme bets placed that technical indicators are basically useless IMO.Mikkelhttps://www.blogger.com/profile/00169256264012468618noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-91479076781213018292008-10-27T08:33:00.000-07:002008-10-27T08:33:00.000-07:00Thanks. I was afraid you were going to say that.Thanks. I was afraid you were going to say that.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-69180546636120071392008-10-27T08:30:00.000-07:002008-10-27T08:30:00.000-07:00Nice call ;)VXV was what I was going to post abou...Nice call ;)<BR/><BR/>VXV was what I was going to post about instead of the VIX, but at the last minute I changed my mind.<BR/><BR/>I think the VXV spike is particularly interesting. I will post more about this later, but I consider VIX and the 30 day time horizon to be more about event volatility and VXV and the 90 day time horizon to be more about structural volatility...so I would say this is an indication of serious concerns about persistent volatility and hence structural soundness.<BR/><BR/>I hope this helps.<BR/><BR/>-BillBill Lubyhttps://www.blogger.com/profile/01241003017364820134noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-33362535565027550762008-10-27T07:52:00.000-07:002008-10-27T07:52:00.000-07:00On the other hand, what do you make of the VXV spi...On the other hand, what do you make of the VXV spike today?Anonymousnoreply@blogger.com