Never, in the history of VIX – the so-called 'fear-index' – has this ever happened before…
The last 3 days have seen VIX drop 12.74%, 15.55%, and 13.4% today… VIX has NEVER dropped more than 10% for 3 days in a row ever
h/t @RyanDetrick
And here is VIX today – does that look in any way normal or efficient to you!!??
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And then there's this from last week – As Nanex shows, S&P 500 e-mini futures liquidity dropped to the lowest ever…
Connected? Who knows…
via Zero Hedge http://ift.tt/1tb8Jig Tyler Durden