Joined Nov 11, 2007
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Is the VIX Mispricing Risk ?

“Take a look at this chart of the VIX index (the S&P500 implied volatility index). This is not your standard “stochastic” process. In the last 5 years the index has maintained a definite floor somewhere around 15. VIX is currently at 15.45. Risk pricing in US equities is once again showing lack of caution.”

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