Posts tagged ‘Horticulturalists’
Saturday, July 18th, 2009

The key discussion point on Twitter today was the phenomenon of a rising VIX alongside a rising SPX. Dr. Brett has the data:
I went to the all-purpose database and found only 13 occasions since 1990 in which SPY has been up more than 2% on the day and VIX has closed higher on the day. [...]