jem614

jem614 Updated 

Possible analogue from the lead up to the last financial crisis. Potential catalysts still taking shape. Continued central bank NIRP would support this scenario.

jem614 Updated 

What happens next?

jem614

Past instances of this extreme in vix term structure has marked a short-term bottom, followed by continued selling over the following weeks and months.

jem614

Interesting correlation