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Vix under the Lower Bollinger Band
CBOE VOLATILITY INDEX (VIX) FUTURES
(
CBOE:VX1!
)
LukkVal
Premium
CBOE:VX1!
CBOE VOLATILITY INDEX (VIX) FUTURES
Trend Analysis
Technical Indicators
VIX CBOE Volatility Index
reversal
vixfutures
1
0
trendanalysis
indicator
vix
reversal
vixfutures
from a quick analysis of the Vix future we see the volatility which has fallen far below the Bollinger Bands.
This technique can be used for mean-reverting strategies when on the assumption that volatility is cyclical.
LukkVal
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