VIX is consolidating above 25. This is normally a signal for at least 3 sigma event.
The SP500 is trading similar to periods with higher volatility. I am removing the strategy VIX Options from RandBots.
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Mario Randholm Blog. Mario is the founder of Randholm & Co. S.A.C., an investment management company dedicated to producing superior returns for its clients and employees by adhering to mathematical and statistical methods.