With a VIX at 25, we can expect the S&P 500 to trade up or down

来源: 于 2010-08-26 15:44:59 [博客] [旧帖] [给我悄悄话] 本文已被阅读：次

With a VIX at 25, we can expect the S&P 500 to trade up or down 1.5% each day about 68% of the time; at a VIX of 30, that percentage is closer to 1.9%