http://www.zerohedge.com/news/2012-1...hing-red-alarm
Could this have any relevance?
http://www.zerohedge.com/news/2012-1...hing-red-alarm
Could this have any relevance?
Billy,
looking around a little regarding volatility behaviour:
On a shortterm view i found larry connors vix 5% rule compared to the 10d SMA of VIX in his 2009 book.
If below 5% of the SMA, sell the S&P, good for 5 days and vice versa.
What i found pretty interesting was the behaviour in the period August-September 2011 in the Gold volatility GVZ, similar calculated to the VIX:
http://stockcharts.com/h-sc/ui?s=GLD...d=p32628808138
just a little food for thought