One of the largest VIX Dislocations on record

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Mark Melin
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VIX Dislocations among biggest ever – what does it mean? Goldman Sachs explains With the S&P 500 up nearly 43 points on Monday, is a Goldman Sachs relative value election trade beginning to play out before the election concludes? A report from Goldman’s option analyst notes that the CBOE VIX index had significantly dislocated from S&P 500 implied volatility. This spread is likely to close, a November 7 report said, with the likely outcome coinciding with the bank’s previously stated election prediction. Volatility Managers Not At Performance List Top  VIX Dislocations – Trump fear premium evaporates from market The price…

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Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.