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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:

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2 comments:

  1. Francisco BMay 9, 2017 at 1:55 AM

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

    ReplyDelete
    Replies
    1. Alexander KurguzkinMay 9, 2017 at 2:20 AM

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

      Delete

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