C cdcaveman Oct 29, 2018 #21 It is always different...vol can go up and the spx can go up to...don't count on whatever you find
O oldmonk Oct 29, 2018 #22 cdcaveman said: It is always different...vol can go up and the spx can go up to...don't count on whatever you find More... Could argue that if vol doesn't behave as expected that's a warning sign. VIX rising prior to the Feb 5 crash was a tip off to traders who were paying attention. A model could help set a baseline for what's expected.
cdcaveman said: It is always different...vol can go up and the spx can go up to...don't count on whatever you find More... Could argue that if vol doesn't behave as expected that's a warning sign. VIX rising prior to the Feb 5 crash was a tip off to traders who were paying attention. A model could help set a baseline for what's expected.
