Vexed by VIX? Part 2

Wednesday, February 9, 2011

It should be enough to rely on CBOE’s strongly worded advice not to expect too much from VIX – particularly since it is in CBOE’s interest to have investors embrace its use. However, some investors need proof. So below is a series of graphs that show the weakness of using VIX as an indicator or as an investment.

Three widely quoted and used VIX beliefs are put to the test, and VIX fails them all.

(more)

This article is posted on SeekingAlpha.com

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