vendredi 3 février 2017

10-15% correction potential on equities (us) - I go long VIX

Hi guys

Did an analysis recently on a potential opportunity: going long volatility.

http://https://oiltrading.blog/2016/...olatility-vix/

Let me know what tou think about it.

I will add one point here I didnt mention i this article:
We are seeing
-rising rates
-rising dollar
-rising oil

Periode with those three indicators going up occured 7 times since 2000. Each time data (PMI) mainly went down afterwards ànd stock market had a correction.

So I think Long VIX could be a good opportunity now. And despite cost of roll over ànd the price to pay to hold such product (due to contango) I think the timing could be right for Q1 2017


10-15% correction potential on equities (us) - I go long VIX

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