Spx Low Vol Streak, Update

Spx had a rather long streak of low volatility. There is no predictive value or signal here, i just wanted to eyeball & visualize how long the low vol streak lasted and how it compared to other low vol streaks.

Here are all the Spx low vol streaks (close to close change > +/-1%) that lasted more than 42 days, since the 50’sUnknown-13

Notebook with code here
Thanks for your time

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One thought on “Spx Low Vol Streak, Update

  1. Quantocracy's Daily Wrap for 02/18/2018 | Quantocracy

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