VIX 1 Period Range = 42 Points
VIX 14 Period Range = 494 Points!!!
Dichotomy between 1 period and 14 period is huge!
CTA models have all gone flat — however,
VIX 1 Period Range = 42 Points
VIX 14 Period Range = 494 Points!!!
Dichotomy between 1 period and 14 period is huge!
CTA models have all gone flat — however,