Posted by timebandit on 3rd of Oct 2025 at 09:13 am
What has gotten my attention about this $VVIX:$VIX ratio is when
you throw a correlation indicator on it, it is now both outside the
lower band AND -0.99 correlated to $SPX. I've been looking back to
see if it has ever happened before and haven't found it. But I
can't dive any deeper into it this morning
What has gotten my attention
This VIX behavior is giving some potential warning sigs
Posted by timebandit on 3rd of Oct 2025 at 09:13 am
What has gotten my attention about this $VVIX:$VIX ratio is when you throw a correlation indicator on it, it is now both outside the lower band AND -0.99 correlated to $SPX. I've been looking back to see if it has ever happened before and haven't found it. But I can't dive any deeper into it this morning
Despite VIX uncorrelations capital still
Posted by mitchell on 3rd of Oct 2025 at 09:25 am
Despite VIX uncorrelations capital still flowing into high-yield bonds. Until that changes its petal to metal.