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Thursday, September 25, 2014

VIX weekly, a target


Here's the $VIX weekly candles, with 3 standard deviations plotted:


Looks like a typical market piddlefest sends $VIX above +3SD. Oh look, we had a similar piddlefest in end September 2013.

Of course there could be a bigger piddlefest this year, given the whole Fed rate rise fear thing.

But probably not as much of a piddle as the big 2012 Euro Dooooom piddle.

We'll see.


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