Canadian Society of Technical Analysts


Webcast featuring Andrew Thrasher, CMT - Forecasting a Volatility Tsunami

  • 31 May 2017
  • 12:00 PM - 1:00 PM (EDT)
  • Webcast

Registration

May 31, 2017 - 12:00 pm - 1:00 pm. 

Webcast featuring Andrew Thrasher, CMT

Topic:  Forecasting a Volatility Tsunami

A webcast presentation based on Andrew Thrasher’s 2017 Charles H. Dow Award winning research of the same title.

The empirical aim of this paper is motivated by the anecdotal belief among the professional and non-professional investment community, that a “low” reading in the CBOE Volatility Index (VIX) or large decline alone are ample reasons to believe that volatility will spike in the near future. While the Volatility Index can be a useful tool for investors and traders, it is often misinterpreted and poorly used.

This webcast will demonstrate that the dispersion of the Volatility Index acts as a better predictor of its future VIX spikes.


Email with webinar link will be emailed to all members Tuesday Evening.

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