Is market volatility about to pick up?

l
lionhill
楼主 (文学峸)

The volatility index, $VIX, has fallen ~45 points since April, reaching ~15 points, its lowest since mid-February.

Additionally, the S&P 500 has traded above its 20-day moving average for 68 consecutive days, the longest streak since the 1990s.

Historically, markets tend to be less volatile from May through July.

However, starting in August, the $VIX typically rises by ~5 points, or roughly 30%, over the following 3 months.

History says more volatility is ahead.

l
lionhill
Again一切数据驱动但结论自己做,历史上高Vix好的抄底指标但低vix并不意味着市场一定跌
财神爷爷
我现在最主要“押”的就是VXX/UViX。我预计ViX要开始爆涨了。记忆里,最低有见过9.86,好像是(2016-17)

,最高的不是疫情的那个三月份,而是2008年10月的某个早上(80),几乎接近爆表。所以,经常听人说,ViX(30),我就捞。其实,应该是(50-60)才进场捞。

l
lionhill
3了,谢谢大家
吃货99
女儿又美又飒还是大学霸!
l
lionhill
谢谢
底线清晰
我也爱看!喜欢!
s
sportfan
赞!
名校FAN
祝女儿能心想事成!
l
lionhill
谢谢
三心三意
咦, 怎么删了?狮兄女儿今年上大学?
l
lionhill
今年senior,考大学,7月份刚去斯坦福和伯克利访校
三心三意
啊, 祝她心想事成!
l
lionhill
谢谢
三心三意
我们家已经空巢很多年了,Enjoy these time while u can. LOL
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*江南雨*
谢谢警示。比较低的原因是否是:“heavily driven by mega-cap tech stocks.”?
l
lionhill
空巢好,可以随心所欲吃和玩都是
l
lionhill
任何时候market on extended rally Vix都会很低
C
CastlePines
没看着,肯定是又聪明又漂亮
C
CastlePines
刚看了一下,现在是17.13 -0.71
螺丝螺帽
我刚才拉老公来看了。对我, vix数据是我做决定的数据之一
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*江南雨*
Got it, thanks.