Regime dependent ONLY USE 2018 ONWARD
Plots VIX3m/VIX measuring the complacency of the VIX term structure
<.8 = COMPLACENCY VIX spike likely
Buy risk on the 2nd downtick from capitulation zone
Plots VIX3m/VIX measuring the complacency of the VIX term structure
<.8 = COMPLACENCY VIX spike likely
Buy risk on the 2nd downtick from capitulation zone
เอกสารเผยแพร่:
-Made Kerb's config the default
เอกสารเผยแพร่:
Changed complacency hline to .7
เอกสารเผยแพร่:
Made VIX, VIX3m config the default