UDAY_C_Santhakumar

VIX @ Zone Transition - Time to consider dual sided portfolio

CBOE:VIX   标普500波动率指数
8
Long and Short mix to manage trade time.

One of the critical zone is 20-22. VIX below 20 has been bullish, VIX above 22 has been bearish more than 82% of time. According to my zone analysis, this is transition between zone 2 and 3.
评论:
Here is a Development stage Indicator for the Zone, Would eventually make this calculate automatically, on Monthly basis -
评论:
SKEW looks promising to upside -
评论:
Did a pretty good job with the SKEW estimation.

Still not in the threat zone for bulls......

Uday C Santhakumar
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