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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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said
mulhouse, France
Posts: 2822
15 years ago
Apr 19, 2010 22:31
45 for dow vix
catnip
Frankfurt, Germany
Posted Anonymously
15 years ago
Apr 19, 2010 22:12
Taking not S&P/VIX but S&P/VX ( VX the VIX future) I found the S&P/VX is as high as it was pre-Bear...
coincidence? Is this continued rally after GS a bulltrap?
said
mulhouse, France
Posts: 2822
15 years ago
Apr 19, 2010 21:29
45
catnip
Frankfurt, Germany
Posted Anonymously
15 years ago
Apr 19, 2010 21:28
Yes yes...what is not clear is how is this low risk expectation backed? I mean is there a reason for a continuation of the index rally? Frankly I don't see such a reason.
asad
London, UK
Posted Anonymously
15 years ago
Apr 19, 2010 20:38
In simple English, this means that the market is expecting lower risk in the coming month. The reason for this expectation, I don't know (except that after a MAJOR correction, there's ONLY one way to go - up...and hence NO risk :p)


Asad
catnip
Frankfurt, Germany
Posted Anonymously
15 years ago
Apr 19, 2010 20:30
BACKWARDATION at VIX. The VX ( VIX future ) is lower than VIX ...
any idea what's going on anyone?
Ashraf Laidi
London, UK
Posts: 0
15 years ago
Apr 19, 2010 2:51
Callum, what i said is that i dont see a selloff of more than 10% until after the summer. upcoming selloff may be no more than 7-8%

Ashraf
Callum
Singapore, Singapore
Posts: 179
15 years ago
Apr 17, 2010 8:16
Hi Ashraf,

Over weeks now its dropped to 65 and then gone up. I also noted your earlier message that you didn't see equity sell-off until after summer. I can see from your IMT also that you are suggesting sell-off in equities.

Do you see big sell-off next week? and if you have any revised suggested levels you see SPX and DJI? Thank you, Callum
Gunjack
London, UK
Posts: 1184
15 years ago
Apr 16, 2010 21:34
@Asad rumour is there were big sellers of the SP500 over 1200 from GS!!!!
Ashraf Laidi
London, UK
Posts: 0
15 years ago
Apr 16, 2010 21:29
See today'ss 10-pt GAPDOWN in SPX/VIX ratio from 75 to 65

Ashraf
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