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Archive of entries posted on 21st January 2015

Tea Leaves and risk-free annuities

I’m not a fan of reading tea leaves out of the VIX.  There is some evidence that when it rises above 20, things won’t be great.  This is the VIX over the past two years: For comparison, this is the S&P500 over the same two years. You can see little inverse correlation. When the VIX […]