RG led another impromptu live discussion in the room today focused on dispelling frequent misunderstandings about the VIX index. A timeline of the history of derivative volatility indexes in Chicago was presented along with discussions on what the index actually is (and what it isn’t), and fallacies of attempting to use its absolute value as a biasing tool for intraday equity index trading.
As always thanks to Fatfish for providing the audio/video recordings.
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