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by Ashraf Laidi
Posted: Mar 9, 2010 0:40
Comments: 200
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S&P500 / VIX Ratio & USD LIBOR

On the cycles of the S&P500 / VIX ratio and the stabilizing cost of USD 3-month LIBOR relative to its yen counterpart.
 
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Qiman
United States
Posts: 237
15 years ago
Mar 17, 2010 17:27
Yes, the Russell 2000 has been the leader of the indexes on certain days lately, and the TF contract has been a pretty viable contract to trade.
klevera
seoul, Korea Sout
Posts: 51
15 years ago
Mar 17, 2010 17:22
Now S&P/VIX is about 69.80 at 1:20 pm(ET), as i write.....hu i think Other indices pulled S&P into overbought area. So, now im looking at Russell 2000 index.
Qiman
United States
Posts: 237
15 years ago
Mar 17, 2010 16:35
I've seen VIX mostly as a sentiment indicator for that particular day as well. As soon as the evening session starts it is often ignored, and then goes the other way for a day, two or three. Lately the market has pretty quick mood swings fairly often--choppy.
denguert
Frankfurt, Germany
Posts: 1
15 years ago
Mar 17, 2010 15:40
SPX/VIX should be around Level 70 or something like that.
Ginger
UK
Posted Anonymously
15 years ago
Mar 17, 2010 14:24
Callum, I like Birinyi's frecasting - he's been very bullish and made some good calls but we can't ignore that when the VIX is low like now then sentiment is overly optimistic - I'm looking for a pullback in the equity markets shortly and agree with Ashraf that the markets are overextended. Also RSI above 70 - could hit 80 before a pullback occurs (based on last 2 years' chart of S&P)
Callum
Singapore, Singapore
Posts: 179
15 years ago
Mar 17, 2010 14:17
Interesting article on bloomberg

VIX Doesnt Work as Signal for #Stocks, Laszlo Birinyi Sayshttp://bit.ly/diFr9v
Callum
Singapore, Singapore
Posts: 179
15 years ago
Mar 17, 2010 13:57
@Ginger, the SPX @1170 looks pretty achievable.
Ginger
UK
Posted Anonymously
15 years ago
Mar 17, 2010 13:55
VIX down another 5% today as I write - now at 16.88 close to the Jan 10 lows. Ratio climbs relentlessly, now at 69 - surely this rise can't continue much longer
Ginger
UK
Posted Anonymously
15 years ago
Mar 16, 2010 20:13
The ratio has now broken above 66 and bulls are in full command it seems - I was expecting a sell-off today in the S&P but may be the next few days (Friday? with options expiry) will be the start of a rise in the VIX towards 20 level and beyond (VIX only needs another 3% fall to be at its Jan 10 low of 16.9 - equates to S&P of c. 1170)
Ashraf Laidi
London, UK
Posts: 0
15 years ago
Mar 16, 2010 19:16
Look at daily VIX candle. doji or shooting star?

Ashraf
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