Sentiment In Social Media Chatter On VXX An Early Indicator Of …
One well-accepted gauge of “fear” in the market is the VIX. The VIX typically rises in times of market distress as options traders hedge their positions, thereby causing an increase in the price of implied volatility – leading to a rise in the VIX. Popular ETFs such as VXX are constructed to replicate the value of the VIX. Hence, a […]