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February 10, 2012 at 18:54 PM EST
Implications Of A Positively Correlated SPX And VIX
For those who were missed today’s market action and just looked at the post-mortem reports, today probably looked like just another in a series of uneventful days. For those who were paying attention to the likes of the VIX futures and ETPs based on VIX futures such as TVIX (+10.7%) and VXX (+52), however, the tension in the air was obvious. [More...]
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