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What is VIX Trading Strategies and Analysis about?

This document discusses how reliably the Chicago Board Options Exchange Volatility Index (VIX) identifies market turning points by analyzing how the S&P 500 tracking stock (SPY) responded to highs and lows in the VIX. While the VIX and SPY generally move inversely over longer periods, the study found the SPY

Author

fordaveb

Language

EN