CBOE Volatility Index (VIX) - 19 September 2023

Analysis & Learning Sep 19, 2023

You will come across specific terms in these notes (FLD, VTL, and so on). Rather than explain them each time, you will find definitions here: guidance notes for Hurst cycles terminology  

VIX - testing an 18 month cycle trough? Readying for an upside explosion in vol?

Can one actually perform trough-synchronized cycles analysis on such a jagged series as VIX (which is usually considered as peak-synchronized)? We were not sure, so we tried, and the results are intriguing.  

Christopher Grafton CMT

Chris has been involved in the markets for 20 years. He is the author of Mastering Hurst Cycle Analysis and is an experienced working technician. Chris holds the CMT qualification.