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  • The VIX (VXX +4.2%) stretches its 2-day gain to 53%. Do the sharpest drops (in stocks) happen in bull markets? This would be the 12th time since 1991 the VIX has spiked more than 25% in 2 days with the S&P above both its 50 and 200-day moving averages, says Jerry Khachoyan.  [View news story]
    Feb 21, 2013. 04:24 PM | Likes Like |Link to Comment
  • Low volatility may be here to stay, argues BNP's Gerry Fowler, the result of an "extreme" risk-on, risk-off environment where investors sit on their hands until some central banker or government official utters something. The resulting high volatility on just a few days makes all other trading sessions snoozers. It's enough to drive even Louis Bacon to the golf course.  [View news story]
    seriously, VIX is acting just like the markets, irrational based on fundamentals...it will spike as soon as central banks sneeze.
    Aug 28, 2012. 02:31 PM | 1 Like Like |Link to Comment
  • With the meme circulating that a sub-15 VIX is rare, not likely to last, and consequently bearish for stocks (I, II), Bespoke reminds that prior to 2007, sub-15 was closer to the norm. In one 3 year period - 1993 to 1995 - the VIX closed below 15 on 89% of all trading days.  [View news story]
    agree, this is not 2007.....
    Aug 14, 2012. 05:56 PM | Likes Like |Link to Comment
1 Like