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The VIX and Traditional Asset Classes

|Includes: iPath S&P 500 VIX Short-Term Futures ETN (VXX)

Here is an interesting article on the VIX and traditional asset class returns:

While some of the results are intuitive (ie, equities down when VIX is up), the author breaks VIX into ranges and shows returns under various VIX "buckets".  Would love to hear thoughts.

Disclosure: no positions