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ES intraday volatility recently

  #15 (permalink)

sydney + nsw australia
 
 
Posts: 16 since Jul 2013
Thanks: 8 given, 6 received


choke35 View Post
Sure, but I still don't see the logics behind that:
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 ...)

It is simply a way of tracking Vix (plotting it one day fwd is neither here nor there).

We seem to be talking at cross purposes now.

You have stated:

"As you can see, the VIX index (composite of the VIX futures) has
just dropped to long-term lows. OTF traders stay away at these levels since there is absolutely no
reason for trades
".


Last edited by skiguy; August 20th, 2016 at 02:59 AM.
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