Last week was an unusual case where both the VIX and the S&P 500 both were net gainers by Friday.
A poster on xTrends linked to the above research which analyzed the market's performance following such *divergent* weeks in recent history.
[*Divergent* because the market and the implied option volatility usually move inversely.]
Click the graphic for a sharper image. And note that 4 days after such an occurence, the S&P 500 was down 17 out of 18 instances - and often quite substantially.
4 comments:
Keep Obama on that podium and lets ask him about his vision for America. Faz needs to rally...I am down to my last hair follicles. C-Nut, did you buy in the 30's at all?
Kfell
I think 41 or so was my last substantial buy.
Every single one of my trades is somewhere on the blog.
Isn't this the same thing I said last week? No I haven't been drinking. I don't remember which post I said it but I was commenting on your thong.
Really drunk last night, huh?
I don't know how comfortable I am being whom you *drunk dial*.
I really hope you try your unscrupulous female friends first.
Happy Saint Patrick's Day!
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