Feb 13, 2012
40: Manipulating The VIX
Volatility Review: Euro vol review. March Euro
VolContract has an interesting phenomenon brewing — realized vol
calculation is 7.93, and the inferred volatility is 10.84. How or
where will they meet? Major correlation break in VIX/S&P
Volatility Viewpoint: Not afraid of controversy,
the panel discusses the notion of VIX settlement price manipulation
with Henry Schwartz, founder and CEO of Trade Alert.
Crystal Ball: Short VIX going into the weekend,
but then watch out for the unknown unknown. Don makes a shaky
prediction that the Euro vol will dip lower.