vix is low, but the volatility index is not suggest a "flash crash" sell-off, actually is suggesting market going up higher. If there is a dip, it would be small, and it's a buying opportunity.
xiaochong 发表于 2013-1-6 11:04 AM
不知老大能否详细讲讲 volatility index 在什么情况下可能会预示有 "flash crash" sell-off?
14 day volatility index is at 16.7%, it went up from the low of 11% in early 2012. Normally, "flash crash" sell-off won't happen below 30%, for instance, Euromarket crisis flash sell off volatility index was at 35%.