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Seth Golden posted an update 7 years ago
So here we see term structure lifting and flattening today even if just a bit. Taken near peak VIX level today
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how does it translate this upside (through out the whole structure) for the possibility of a correction in the S&P?
Another interesting day… Its quite interesting how VXX/UVXY fall/rise on weekly basis. Its surely tough to predict.
Actually the S&P or SPX options determine the structure of the curve
It’s not usually so aligned as we’ve seen in recent days/weeks. Over time all will resume usual characteristics