Thorsten Wegener On the Simplest Way to Understand Option Markets
Macro Hive Conversations With Bilal Hafeez
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What the Vix Tells You About Volatility
Vix tells us how the realized volatility, what the market will have done in 30 days, is guessed now. How's the correlation between what the vix tells you and what really happened? And we have a correlation of roughly 72%. All right, find that's theMa te volatility you see in the auctions market is a very good predictor of how much stuff will move. We can't sta this functional for too long. We all mark at participants, eh? We can't slap our faces for hours and hours or years. I've got little about on your left side about that as well.
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