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This Is The ‘Talk Of The Town’ In Markets – Can It Last?
Earlier this week, we brought you "‘Vol Up, Spot Up’: This Hasn’t Happened In 20 Years".
In that post, we highlighted the latest from Goldman's Rocky Fishman who observed that recently, we witnessed the first case of the S&P returning at least 4% in ten trading days with the VIX simultaneously rising in two decades. In the same piece, Fishman also shows you the frequency of “vol up, spot up” moments:
As you can see, that's the highest occurrence rate since the eve of the dot-c
