An expected move in the VIX

I think there is a change of direction approaching in the #VIX.

Subjectively, it seems there is complacency in equity #risk or at least expected volatility.

Factually, weekly bollinger bands are at their narrowest since February 2007.

This is when I look at putting on my #hedges or ‘fade exposure’.

You remove hedges at the other end of the pendulum.

March 11, 2024

by Rob Zdravevski

rob@karriasset.com.au