Volatility Views 40: Manipulating The VIX

Published: Feb. 13, 2012, 6:57 p.m.


Volatility Views 40: Manipulating The VIX
\n
Volatility Review: Euro vol review. March Euro VolContract has an interesting phenomenon brewing \u2014 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 500.
\n
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.
\n
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.