The Inverted Percentile VIX

From VIX and More
January 18, 2013 - 2:19pm
Of the many reasons that investors have a tendency to struggle with an interpretation of the VIX, one of the most obvious is an issue of orientation: for the most part, the VIX moves in the opposite direction of stocks. Frankly, it is difficult to appreciate some of the nuances of an upside-down world unless you spend a lot of time hanging upside down looking out at the world, like a bat. It is partly for this reason that I created the “inverted VIX” back in August 2007. At that time, the VIX had just spiked into the mid-20s only two months after having traded in the 12s. The chart below is an updated version of the inverted VIX over the course of the past year and demonstrates that for the most part, the SPX and the inverted VIX track fairly closely, though there are times, such as just prior to the fiscal cliff denouement, when the VIX sometimes strikes out on its own path. [so...

Continue reading this article »



POPULAR WALL STREET NEWS & ARTICLES

WALL STREET NEWS, ARTICLES & UPDATES


More Wall Street News & Articles »

Wall Street Description

This is the largest topic on ewallstreeter. This topic aggregates news and investment advice from over 200 different news sources. It covers all the financial markets, collectively known as Wall Street, as well as international news which affects our markets.

Wall Street DRILLDOWN

Carlo  Table A-9  Stock Market Advice  Are Now  HORAN Capital AdvisorsFor  Jim Oberweis  Outlays  ON CHART TO ENLARGE  Elliott Wave  Market Folly  Robotti  ZH  Gordon T Long  Doug Casey  Altisource Portfolio Solutions  Tourre  The SSEK Partners Group  Crude  Krauth  Poly This  Wheat  CBOE Risk Management  mid-Cycle  Jeff Pierce This  Emerging Market  RealMoney  Li Keqiang  Institutional Investor  Summation Index  Validea CEO John Reese  General Market  Industrials  National Activity Index  Recession  In Bed  The Russell  The S&P  Fairholme Capital  Reserve Chair  Buy Now  Sober Look  Metals  Gilani  Sectors  Pointing  Weekend Report I  Chartology  Mark Hulbert  Tom McClellan  Charles Biderman  DAXK  Hang Seng  Golden MRO Portfolio  Review Optimized Portfolio  Weekly Report  Sales Growth  Stock Picks  Frank Curzio  Charlie Munger  Small-Cap Investing Summit  Equinix  Deere  Blue Ridge Capital  Google Finance  Hedge Fund Wisdom  Pershing Square  Rosenstein  Thesis  FCF  Technical Analysis  John Mauldin  Marc Faber  Nadella  Microsoft CEO  Betty Liu  Odey  Klarman  Baupost Group  Baupost  Upside  Emerging  Tradestation  Bull General Market  Dow Industrials  James Turk  Global Markets  NMI  Market Index  ADP Employment Report  ISM Non-Manufacturing Index  Jack Dorsey  Forced  Greenlight Capital  Tiger Global  Fairholme  New York Fed  Asset Management  Sir John Templeton  Harlem  Advanced Technology 

Wall Street Blogroll

.Google Finance   247wallst   Advisorperspectives   Alephblog   Aswathdamodaran   Bankers-anonymous   Bearishnews   Blogmaverick   Bloomberg   Bloomberg   Boombustblog   Brontecapital   Calculatedriskblog   Capitalobserver   Capitalspectator   cfainstitute   Ciovaccocapital   cmegroup   Cnbc   CNBC Video   Conversableeconomist   Crackerjackfinance   Creditwritedowns   Csinvesting   Dailybail   Dailycapitalist   Dailyfinance   Dealbook.nytimes   Dealbreaker   Disciplinedinvesting   Dollarcollapse   Easystreetinvesting   Econintersect   Economonitor   Epicurean-dealmaker   Euromoney   eWallstreeter   fallondpicks   Federalreserve   Financedocumentaries   fortune   FT   FTalphaville   FTBlog   Globest   Goldscents   Gonzalolira   Greatinvestors.tv   Gurufocus   Hedgefundletters   Hedgeworld   Humblestudentofthemarkets   Imf.org   Insidermonkey   Intelligentspeculator   Investedcentral   Investingdaily   Investmentcontrarians   Investopedia   Investor   investorplace   Ivanhoff   Jeffmatthews   Kimblechartingsolutions   Kirkreport   Macromon   Marginalrevolution   Markdow   Marketfolly   Marketmontage   Markettechnicalview   Mauldineconomics   Mercenarytrader   Minyanville   Monevator   Moneyandmarkets   Moneynews   Morningstar   Morningstar   Mytradersjournal   Nakedcapitalism   Occupywallst   Peakprosperity   Profitconfidential   Propublica.org   Realclearmarkets   reutersnext   Ritholtz   Robertreich   Safe-haven   Sec.gov   Seekingalph   Senseoncents   Standardandpoors   Stocktradingtogo   Streetauthority   Streetsmartpost   Streettalklive   Stumblingandmumbling   Swingtradingdaily   Testosteronepit   Thecapitalistmanifesto   Thecomingdepressionblog   Thedisciplinedinvestor   Theeconomiccollapseblog   Thefiscaltimes   Theguruinvestor   Thereformedbroker   Thetechnicaltake   Tradestreaming   Tradingtips   Treasury.gov   Uk.reuters   Uncommonwisdomdaily   Understandinguncertainty   Valuewalk   Vixandmore   Vlsinvest   Wallstcheatsheet   Wallstreetexaminer   Wallstreetoasis   Wallstreettrading   Wallstreetweek   Wealthfront   Wsj   Zentrader   Zerohedge