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  • VIX:VXV Ratio: First Sell Signal Since August [View article]
    > Note that even though the holiday season typically has lower than normal volatility, I do not recalibrate the ratio or the signals to account for seasonal tendencies.

    Has it been your past experience that the ratio remains usable despite seasonal tendencies? Or does the utility of the ratio vary throughout the year.
    Dec 21 12:31 pm |Rating: 0 0
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