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jem614
28 feb 2020 23:46

VIX Backwardation 

CBOE:VIX3M/TVC:VIX1W
VIX3M/VIXCBOE

Descrizione

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Past instances of this extreme in vix term structure has marked a short-term bottom, followed by continued selling over the following weeks and months.
Beyond Technical AnalysisVIX CBOE Volatility Indexbackwardation
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