Posted by simple_million on 26th of Sep 2022 at 10:20 pm
The ratio comes from the 42 macro guy, pointing downward almost
always means risk off, I noticed a divergence before every sizable
(5%ish+) move. Maybe VXV doesn't have time to diverge because
of the longer time frame?
Newsletter
Subscribe to our email list for regular free market updates
as well as a chance to get coupons!
Intertesting. I like that. It's
VVIX:VIX divergence has been reliable all year
Posted by timebandit on 26th of Sep 2022 at 10:09 pm
Intertesting. I like that. It's a bit of a counterpoint to this one: VXV:VIX , which broke down Friday and continued lower today
The ratio comes from the
Posted by simple_million on 26th of Sep 2022 at 10:20 pm
The ratio comes from the 42 macro guy, pointing downward almost always means risk off, I noticed a divergence before every sizable (5%ish+) move. Maybe VXV doesn't have time to diverge because of the longer time frame?