Since QE2, Volatility has been falling.

As the fascinating chart below from Ron Griess shows, the volatility of markets, post Flash Crash was drifiting lower until the modest sell off in March 2011 sent the VIX spiking.

click for larger chart

Category: Markets, Options, Technical Analysis

Please use the comments to demonstrate your own ignorance, unfamiliarity with empirical data and lack of respect for scientific knowledge. Be sure to create straw men and argue against things I have neither said nor implied. If you could repeat previously discredited memes or steer the conversation into irrelevant, off topic discussions, it would be appreciated. Lastly, kindly forgo all civility in your discourse . . . you are, after all, anonymous.

4 Responses to “A Look at Volatility Index (VIX) Since QE2 Began”

  1. [...] A look at some conflicting measures of risk appetites.  (Data Diary also Big Picture) [...]

  2. cognos says:

    Volatility was also “falling” for the 3 months before your silly choice of date (“first hint” in mucho hindsight).

    Pretty arbitrary. Zero value here.

  3. mrktobserver says:

    And how is this “fascinating”? Any idiot can bring up a chart of the VIX and tell a story.


    BR: Why is anything fascinating? That is a deeply philosophical question.

    PS: No, not any idiot can identify an interesting and relevant chart and post it to a well trafficed blog where it will be seen by active market participants.

    But as you have so ably demonstrated, any idiot can post a comment.