Monday, April 16, 2007

Copycat

Like in the old game show, "Concentration", as I scanned through various charts on Monday, I noticed one that looked v-e-r-y familiar.

The chart below superimposes the VIX behind the Proshares SPX ultra inverse, SDS. In periods of heightened volatility, the SPX really does move in close inversion to the VIX.

best

dk

Image Hosted by ImageShack.us

No comments: