CBOE VIX: Past, Present and Future

2 déc. 2012

The first VIX, introduced by the CBOE in 1993, was a weighted measure of the implied volatility of eight S&P 100 at-the-money put and call options. Ten years later, it expanded to use options based on a broader index, the S&P 500, which allows for a more accurate view of investors' expectations on future market volatility. VIX values greater than 30 are generally associated with a large amount of volatility as a result of investor fear or uncertainty, while values below 20 generally correspond to less stressful, even complacent, times in the markets.

Read more: investopedia.com/terms/v/vix.asp

1987 LDC Crash- businessinsider.com/how-i-caused-the-1987-crash-2012-10
2008 CDS Crash - walletblog.com/2009/03/politicians-keep-quiet-about-the-cds-scandal/
Irrational Exuberance - en.wikipedia.org/wiki/Irrational_Exuberance_(book)
Natural Gas Bubble - businessinsider.com/theres-no-bubble-in-natural-gas-2011-6
BRIC Bust - telegraph.co.uk/finance/china-business/8957289/Chinas-epic-hangover-begins.html

What could cause possible Natural Gas Bubble Bursting or the bubble getting started? - forbes.com/sites/timworstall/2011/10/17/shale-fracking-causes-earthquakes/
Lot of money developing natural gas economies.. if this shall fail, we will revist new highs in the VIX

10 mars 2017

Note

Europe is more than likely to see a bust. European countries are rallying to leave the single currency EURO.