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A Look at Volatility Index (VIX) Since QE2 Began
Posted By Anna W On May 24, 2011 @ 12:00 pm In Markets,Options,Technical Analysis | Comments Disabled
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.
Article printed from The Big Picture: http://www.ritholtz.com/blog
URL to article: http://www.ritholtz.com/blog/2011/05/vix-since-qe2/
URLs in this post:
 Ron Griess: http://www.thechartstore.com
 Image: http://www.ritholtz.com/blog/wp-content/uploads/2011/05/3.gif
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