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PrometheusCHT
Jul 25, 2017 7:35 AM
VIX vs GVZ Spread.
TVC:VIX
VOLATILITY S&P 500
TVC
描述
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Jul 25, 2017 7:35 AM
Put this together simply to visualise S&P realised vol against gold vol, it seems gold tends to realise slightly more, at least in the present regime.
Volatility
spread
Gold
VIX CBOE Volatility Index
GVZ
goldvol
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