Monday, May 8, 2017

Some contrarian ideas

Charts below show volatility-normalized (monthly window) pairs. In my opinion, they present interesting contrarian ideas.


Stocks vs. VIX products:


Long-term Treasury vs Stocks:

Stocks vs. REIT:

2 comments:

  1. Mr. Kurguzkin, do you mean SPY-2 VXX+1 VXZ+1 in the first chart?

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    Replies
    1. No, VXX and VXZ are proxies to reverted SPY, so all 3 are long position.

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