Finanzas 101: VIX:VXV ratio

VIX-VXV

El sitio Quantitative Systemic Market Analysis tiene un breve e interesante post sobre el ratio VIX-VXV The VXV is the VIX’s longer-term brother; it measures implied volatility 3 months out instead of 30 days out. The ratio between the VIX and the VXV captures the differential between short-term and medium-term implied volatility. Naturally, the ratio spends most of...+