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GimmeThatCash

02/23/12 10:30 AM

#2000 RE: mattyw78 #1998

Yeah yesterday was weird.

I was jotting down the price of SPY and price of TVIX at different times.

There was a definite shift in the correlation. At yesterday mornings correlation, TVIX would be high 17s with SPY at 135.99. Yesterday afternoon and today its low 17s with SPY in high 135s.

Whats up with that?