Saturday, August 2, 2014

2014.08.02 VIX Cycle Model Chart

2014.08.01 VIX Cycle Model Chart

The VIX cycle model suggests that we will continue to see an increase in volatility from now until the end of 2014. The model lagged behind the price curve for a month, and readers should keep this in mind when interpreting the model output. A previous model which also includes a z-score is seen below and here.

2014.05.09 VIX Cycle Model

1 comment:

Anonymous said...

Many thanks Paolo - looks like we can (hopefully) expect a large correction shortly. It would be great to view your DJIA/SPX projections sometime (even with the deviations).

Mr. Anon :-)