Browse Stacks: Analytics: Indicators: 20171018_EOD9.jpg (968×502)

20171018_EOD9.jpg (968×502)

RECORD: 'crash' risk (SKEW) has never been this high relative to 'normal' risk (VIX)

Comments

The DirectorThe Director
Skew is junk. Low VIX is better as a predictor 10/18/17
The DirectorThe Director
Shouldn't say junk, "not as good" 10/18/17
GonnabesickGonnabesick
Wonder where it was in '87? 10/18/17
The DirectorThe Director
The yield curve is the best indicator 2-5 yrs treasuries vs the classic bond, at levels close to 2008, 2001, 1989 and 1987. VIX levels in 1987 didn’t exist. (First calculated 4/1/93) 10/18/17