ES -- DX/CL -- isee -- cboe put/call -- specialist/public short ratio -- trinq -- trin -- aaii bull ratio -- abx -- cmbx -- cdx -- vxo p&f -- SPX volatility curve -- VIX:VXO skew -- commodity screen -- cot -- conference board

Thursday, July 23, 2009

 

implied correlation


via bill luby at vix and more -- the CBOE will start printing two maturities of an implied correlation index based on the S&P 500 next week.

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