FTSE Mib Futures solointraday - Cap. 2 (2 lettori)

[solointraday]

Volevo farmi un longhetto in after ... ma visto il movimento degli ultimi 5 minuti desisto

Domani sera mi pentirò forse

aridaje col longhetto

il dow di prima a 30 min

 

[mr. takeprofit]

aridaje col longhetto

Se non si sbrigano a perdere i 1.230 rischiamo di ritrovarceli a 1.300 in men che non si dica

 

[indice]

VIX And S&P Sitting In A Tree…

There was an unusual development yesterday, as the S&P futures lost more than -1.5%, and yet the VIX “fear gauge” fell by more than -2%.

Usually the two move in opposite directions, especially on a big down day. On days when the S&P lost more than -1.5%, the VIX rose 95% of the time.

The knee-jerk interpretation of this is that traders are overly optimistic – after all, they’re estimating future volatility will decline even after a big up day. That may happen, but it’s not how they usually react.

There are other reasons the VIX may have declined, such as the looming options expiration on Friday, seasonal influences as we approach year-end, and even the myriad volatility products that are now available.



Whatever the reason, the table to the right shows how the futures performed going forward when both the S&P and the VIX declined by a large amount on the same day.

Interestingly, we usually saw weakness in the very short-term, with the futures down 8 out of 11 times. But from the 8 sessions following that, they showed a positive return every time.

There are more important influences holding sway over the market at the moment, and personally I’m not putting a lot of weight on this particular one. It’s just notable given the consistent performance of the precedents and the fact that it goes against what the knee-jerk interpretation usually is.

 

[solointraday]

11954

a domani

 

[solointraday]

ciao filippo

da cboe : Introduction to VIX Options and Futures
The CBOE Volatility Index® (VIX®) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. Since its introduction in 1993, VIX has been considered by many to be the world's premier barometer of investor sentiment and market volatility.

http://www.cboe.com/micro/VIX/pdf/VOLCHARTS_QRG tempFORstac.pdf

occhio che se è vero che quando quando la volatilità sale i mercati azionari soffrono e storicamente ha quasi sempre coinciso con ribassi, altrettanto non lo è per volatilità in calo e mercati al rialzo
interessante è secondo me riflettere sull'istogramma a pagina 2 dove riporta la volatilità a ridosso delle scadenze

VIX And S&P Sitting In A Tree…

There was an unusual development yesterday, as the S&P futures lost more than -1.5%, and yet the VIX “fear gauge” fell by more than -2%.

Usually the two move in opposite directions, especially on a big down day. On days when the S&P lost more than -1.5%, the VIX rose 95% of the time.

The knee-jerk interpretation of this is that traders are overly optimistic – after all, they’re estimating future volatility will decline even after a big up day. That may happen, but it’s not how they usually react.

There are other reasons the VIX may have declined, such as the looming options expiration on Friday, seasonal influences as we approach year-end, and even the myriad volatility products that are now available.



Whatever the reason, the table to the right shows how the futures performed going forward when both the S&P and the VIX declined by a large amount on the same day.

Interestingly, we usually saw weakness in the very short-term, with the futures down 8 out of 11 times. But from the 8 sessions following that, they showed a positive return every time.

There are more important influences holding sway over the market at the moment, and personally I’m not putting a lot of weight on this particular one. It’s just notable given the consistent performance of the precedents and the fact that it goes against what the knee-jerk interpretation usually is.

lo dicevamo giusto ieri della vicinanza della scadenza

 

[solointraday]

Se non si sbrigano a perdere i 1.230 rischiamo di ritrovarceli a 1.300 in men che non si dica

quasi 1500


[ame=http://www.youtube.com/watch?v=eO20RsFXgvY]Non ci resta che piangere - Quasi 1500... - YouTube[/ame]

 

[mr. takeprofit]

quasi 1500


Non ci resta che piangere - Quasi 1500... - YouTube

a domani

 

[ciclista52]

girano voci


x colpa dell'aereo Drone senza pilota fatto prigioniero


<LI class=g>Argento Fisico: ZH: L'Iran chiude lo Stretto di Hormz, e il petrolio ...




argentofisico.blogspot.com/.../zh-liran-chiude-lo-stretto-di-hormz-e.h...
Hai fatto +1 pubblicamente su questo elemento. Annulla
4 ore fa – ZH: L'Iran chiude lo Stretto di Hormz, e il petrolio esplode. Zero Hedge - It's On: Iran ... News di Economia - ANSA.it · Borsa: NY apre in rialzo, ...

http://www.zerohedge.com/news/iran-military-practising-straights-hormuz-closure

 

[SuperLoss]

altro che 1300 ,hanno perso pure i 1200

 

[ExOceT]

500