There is a new page on my blog called Forecasts Tracker. It is located at the bottom of the right-hand menu. I created this page for the sake of full disclosure to the readers of this blog. Every month around the time of VIX expiration I make a forecast for the following month. Now you can see all my forecast in one place with dates and compare them to market forecasts.
One of the things that I do not like about some other blogs is that they make nebulous, equivocal forecasts, often using very wide ranges, or without specifying a time-frame. I would like to distinguish myself by making point forecasts and specifying the exact dates. You can review all the forecasts I made, judge their accuracy for yourself, or compare them with your own.
Showing posts with label vix Forecasts Tracker. Show all posts
Showing posts with label vix Forecasts Tracker. Show all posts
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Weekly market report
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...
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If you're working with daily data (without access to intraday data) and need to calculate volatility, then using close-to-close squared ... -
As I am sure all of you know Russia has began a full scale war against my home country Ukraine. Please make no mistake - Putin's goal ...
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VIX expiration day often coincides with particularly heavy trading activity in underlying SPX options. VIX settlement value, or VRO rarely m...
