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baerrus
17 Nis 2015 04:34

Volatility Term Structure Flashes A Caution Sign 

CME_MINI:ES1!
E-mini S&P 500 FuturesCME

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When medium term volatility index VXV remains expensive while 30 day VIX gets cheap, watch out! Historically it signified local Market tops.
VIX CBOE Volatility IndexVolatilityoptionsindex
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