Saturday, November 23, 2013

2013.11.22 VIX Cycle Model Chart


















The VIX cycle model continues to perform well, and is suggesting that we may have seen a low in volatility for at least one year beginning in late 2013 and into 2014.  The previous iteration of the model posted on 2013.10.25 appears below.




2 comments:

platy said...

Great work Paolo, thank you!

Anonymous said...

Many thanks Paulo - much appreciated indeed. I'm thinking that the VIX prediction is a good proxy for the general US indices. I believe that we can expect some volatility into the end of January (or shortly thereafter), when Janet Yellen transitions into the lead role at the Fed.