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ES intraday volatility recently

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Sure, but I still don't see the logics behind that:


skiguy View Post
Taking the close of Vix each day and put that rounded value against each of the next trading days for the period 20th July to 16th Aug.

What kind of predictive value did you expect from your calculation?
(From a purely methodological point of view it already starts with the rookie fault
of looking at absolute values instead of returns ...)

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