Volatility Views 40: Manipulating The VIX

Volatility Views

English - February 13, 2012 18:57 - 1 hour - 43.7 MB - ★★★★ - 15 ratings
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Volatility Views 40: Manipulating The VIX

Volatility Review: Euro vol review. March Euro VolContract has an interesting phenomenon brewing — realized vol calculation is 7.93, and the inferred volatility is 10.84. How or where will they meet? Major correlation break in VIX/S&P 500.

Volatility Viewpoint: Not afraid of controversy, the panel discusses the notion of VIX settlement price manipulation with Henry Schwartz, founder and CEO of Trade Alert.

Crystal Ball: Short VIX going into the weekend, but then watch out for the unknown unknown. Don makes a shaky prediction that the Euro vol will dip lower.