ZIV is going down when vix is going down?

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  • #78769
    Mark Vincent
    Participant

    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

    #78770
    Mark Vincent
    Participant

    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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