ZIV is going down when vix is going down?

[Mark Vincent]

Does anyone know why the short term correlation of ZIV with the VIX is not working? The VIX has come way down but ZIV is flat since April 1.

Cheers,
MV

[Mark Vincent]

Sorry this explains it:

https://logical-invest.com/ziv-myrs/

My personal opinion is volatility spikes will be more frequent instead of once a year it will be 2 or 3 times a year not sure if ZIV is a good choice.

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