Updated: Nov 16, 2020
With so much recession talk lately, as a volatility specialist I thought I would share a VIX futures specific metric that I use that may shed some more light on when the markets are stretched.
Comparing the front two month M1 & M2 VIX futures contango with the longer term M4 - M7 VIX futures contango may give a better indication than the usual recession indicators you may have seen.
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