On The Lookout For Black Swans – Skew Index On The Rise Again
23 Sep, by Uncategorized
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The CBOE Skew Index made a 15-year, 11-month high last Friday and the 25-day moving average is on the rise again. The latest reading puts the risk-adjusted probability of a 2 standard deviation event happening in the next 30-days at 11.75%-13.10% and a 3 standard...