To view this content you must be an active member of the TAN Association.
Not a member? Join the TAN Association and unlock access to hundreds of hours of written and video technical analysis content, including the Journal of Technical Analysis and the Video Archives. Learn more about Membership here.
A webcast presentation based on Andrew Thrasher’s 2017 Charles H. Dow Award winning research of the same title, originally held on June 14, 2017 as part of the TAN Association’s Educational Web Series.
The empirical aim of this research is motivated by the anecdotal belief among the professional and non-professional investment community, that a “low” reading in the CBOE Volatility Index (VIX) or large decline alone are ample reasons to believe that volatility will spike in the near future. While the Volatility Index can be a useful tool for investors and traders, it is often misinterpreted and poorly used.
This webcast will demonstrate that the dispersion of the Volatility Index acts as a better predictor of its future VIX spikes.
Andrew Thrasher, CMT is a Portfolio Manager with Financial Enhancement Group, LLC, a wealth management firm in Indianapolis, Indiana that works with high net-worth families and corporate pension plans. Mr. Thrasher manages one tactical strategy, co-manages five asset allocations...
Presenter(s): Nick Radge
Presenter(s): Richard Waddington
Presenter(s): Laurence Connors, Cesar Alvarez
