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Home > Volatility Views > Volatility Views 40: Manipulating The VIX
Podcast: Volatility Views
Episode:

Volatility Views 40: Manipulating The VIX

Category: Business
Duration: 01:03:40
Publish Date: 2012-02-13 12:57:00
Description: Volatility Views 40: Manipulating The VIX Volatility Review: Euro vol review. March Euro VolContract has an interesting phenomenon brewing — realized vol calculation is 7.93, and the inferred volatility is 10.84. How or where will they meet? Major correlation break in VIX/S&P 500. Volatility Viewpoint: Not afraid of controversy, the panel discusses the notion of VIX settlement price manipulation with Henry Schwartz, founder and CEO of Trade Alert. Crystal Ball: Short VIX going into the weekend, but then watch out for the unknown unknown. Don makes a shaky prediction that the Euro vol will dip lower.
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