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Daily Archives: March 8th, 2008

Elementary My Dear Watson: Investigating The VIX and S&P 500 Correlation

Submitted By OptionDragon and Written by the Mr. Sparkle
HILARIOUS!

Will Ferrell on CNBC
Recently, with the VIX getting higher and the broader market driving lower, the
possibility of an inverse correlation relationship between the VIX and SPX has been
brought up several times. How true is this relationship and how accurate is it? The charts
and data below try […]