Powerful & Predictive Insight into Market Volatility.
Friday, June 8, 2012
VIX Back To Fair Value
- A strong rebound in SPY this week resulted in a plunge in VIX from 27 level to under 22. VIX is now "fair value" according to my FVE model. This is my shortest post because I see no compelling reason to go long or short volatility at this level.
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