CMT Association
April 20, 2017
For over 40 years the CMT Association has worked to advance the discipline of technical analysis. What started as a small group of sell-side analysts on Wall Street is now a global association of over 4,500 members in 85 countries.

A New Method for Predicting VIX Spikes

Is volatility about to spike? It's a question frequently asked by anxious investors in times of relative calm. Now there's a new answer.

In a recent paper entitled "Forecasting a Volatility Tsunami" that was awarded the 2017 Charles H. Dow Award from the Market Technicians Association, Andrew Thrasher argues that it's not low volatility that presages a volatility spike, but a consistent level of volatility.

Thrasher, a portfolio manager at the Indianapolis-based Financial Enhancement Group, explained in a interview Monday on CNBC's "Trading Nation" that while "it's commonly reported that whenever the volatility index gets to a really low level like we've seen this year, it will often mean revert and spike higher ... I thought that seemed way too easy."

Read More on CNBC

http://hvst.co/2osXsuH 
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