Tuesday, May 24, 2011

A Look at Volatility Index (VIX) Since QE2 Began

By Anna W

Since QE2, Volatility has been falling.

As the fascinating chart below from Ron Griess shows, the volatility of markets, post Flash Crash was drifiting lower until the modest sell off in March 2011 sent the VIX spiking.
>
click for larger chart


See the original article >>

No comments:

Post a Comment

Follow Us