http://pragcap.com/the-vix-futures-spread-could-be-forecasting-a-downturn Tue, 16 Mar 2010 06:58:14 +0000 http://wordpress.org/?v=2.9.2 hourly 1 http://pragcap.com/the-vix-futures-spread-could-be-forecasting-a-downturn#comment-7805 CF Sun, 25 Oct 2009 18:13:25 +0000 http://pragcap.com/?p=11521#comment-7805 Kitteh - I agree with you. It seems unlikely that there is a major downturn when people are expecting it to happen. Kitteh – I agree with you. It seems unlikely that there is a major downturn when people are expecting it to happen.

]]> http://pragcap.com/the-vix-futures-spread-could-be-forecasting-a-downturn#comment-7787 Trader Kitteh Sat, 24 Oct 2009 19:17:17 +0000 http://pragcap.com/?p=11521#comment-7787 The logic in the article is backwards it seems. It states that the spread was 1.05 at Aug 08, just on the door step on the downturn. So what we know as a proven fact, is that a small spread signals complacency (leading to a crash...). The spread is large now, shouldn't the inference be that investors are overly gittery (hence a crash unlikely) ? The logic in the article is backwards it seems. It states that the spread was 1.05 at Aug 08, just on the door step on the downturn. So what we know as a proven fact, is that a small spread signals complacency (leading to a crash…). The spread is large now, shouldn’t the inference be that investors are overly gittery (hence a crash unlikely) ?

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