The Traderszone Network

Published in TZ Latest News 27 January, 2015 by The TZ Newswire Staff

Average Annual Normalized VIX Futures Term Structure, 2004-2014

One graphic I post periodically that never fails to generate a great deal of interest among traders, strategists and other volatility aficionados is my normalized VIX futures term structure graph. From 2008 – 2013, the annual normalized term structure was notable in that almost every year was an outlier in one way or another.

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