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by Ashraf Laidi
Posted: Mar 9, 2010 0:40
Comments: 200
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This thread was started in response to the Article:

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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UK
Posted Anonymously
14 years ago
Mar 12, 2010 14:19
Ashraf - S&P has now broken previous Jan highs in pre market. Do you still see a looming decline in equities? if so, what are your targets on the downside?
chloethebull
Posted Anonymously
14 years ago
Mar 12, 2010 10:18
s&p climbing in pre markets..gold oil climbing..not looking good pl..gl
HaiLin
Guangzhou, China
Posted Anonymously
14 years ago
Mar 12, 2010 3:42
Hello, I have heard in China's Guangzhou city, your lecture, and really enjoyed your analysis. Thank you for your wonderful speech!
HaiLin
??, China
Posted Anonymously
14 years ago
Mar 12, 2010 3:38
???????????????,???????????????????!
chloethebull
Posted Anonymously
14 years ago
Mar 11, 2010 20:59
there deffin trying there hardest to get s&p over 1150..gl
Callum
Singapore
Posted Anonymously
14 years ago
Mar 11, 2010 17:20
anyone shorting S&P at these levels? I am just wondering whether it will try to test 1150 first before a collapse.
Ashraf Laidi
London, UK
Posts: 0
14 years ago
Mar 11, 2010 16:51
SPX / VIX Ratio IS NOW AT 60 from 65 (when article was written) . DOUBLE TOP SUCCESSFUL??
SEE THE YELLOW SQUARES in the 1st chart

Yes nico.

Ashraf
Nico
California, United States
Posts: 2
14 years ago
Mar 11, 2010 7:01
so you are saying that the 3 month libor is the funding instrument of the world and the lowest rate is equal to the carry currency. further, the spreads between them are an important analytic of currency valuation. nicholas ellis
Ashraf Laidi
London, UK
Posts: 0
14 years ago
Mar 10, 2010 18:56
Freedie, yes all those make the analysis very tricky, as well expiry of contracts thats why i use ratios and give and take a few points for margin of error.

Ashraf
BigDaddy
Illinois, United States
Posted Anonymously
14 years ago
Mar 10, 2010 16:52
The only problem is that, at least theoretically, the SP500 is not range bound, while the VIX is rangebound...making the relationship between the two a bit difficult to run over longer time frames.
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