The Volatility Watcher’s Toolkit

The CBOE’s VIX index gets mainstream exposure as the “fear index”, but there’s a lot more to volatility watching than the VIX.   The VIX does a good job of measuring the current level of anxiety in the market, but it has some problems.  Among other things it’s: Not a good predictor of the future Often does not move in the direction people expect (opposite the …

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