tag:blogger.com,1999:blog-2676650858658561710.post438481623530718857..comments2023-11-02T06:14:07.871-04:00Comments on Quantifiable Edges: My Take On The VIXRob Hannahttp://www.blogger.com/profile/07596674657839065754noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-2676650858658561710.post-14235710820067001732009-03-03T22:08:00.000-05:002009-03-03T22:08:00.000-05:00Kevin - It only closed that high because I posted ...Kevin - <BR/><BR/>It only closed that high because I posted about how it was low :)Rob Hannahttps://www.blogger.com/profile/07596674657839065754noreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-18580391642626505142009-03-03T17:29:00.000-05:002009-03-03T17:29:00.000-05:00Rob, I think you posted this a tad early. Yahoo Fi...Rob, I think you posted this a tad early. Yahoo Finance showed VXO closed at a six-week high on Monday.Trader Kevinhttps://www.blogger.com/profile/03826070966823094363noreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-90207064980752432512009-03-02T15:38:00.000-05:002009-03-02T15:38:00.000-05:00Folks must be comparing levels (i.e., if the SPX i...Folks must be comparing levels (i.e., if the SPX is back to the November lows, the VIX must be back to those highs). But in fact, VIX is now at "normal" levels compared to trailing volatility. In November, VIX was abnormally _low_ compared to the volatility then. In fact, the VIX/HV ratio was low from August until January 14 by my measures.Toptickhttps://www.blogger.com/profile/03379288226241889428noreply@blogger.com