Vix under the Lower Bollinger Band

CBOE VOLATILITY INDEX (VIX) FUTURESCBOE

Descripción

⋅ 17 de Mar. de 2021 18:04

from a quick analysis of the Vix future we see the volatility which has fallen far below the Bollinger Bands.

This technique can be used for mean-reverting strategies when on the assumption that volatility is cyclical.

Más