David H. Annis, Ph.D. (@vernoncapitalda) 's Twitter Profile
David H. Annis, Ph.D.

@vernoncapitalda

Principal, Strategy & Investment
Quant Finance, Algorithmic Portfolios, Volatility

ID: 1512517416777101313

linkhttps://vernoncapitalpartners.com/ calendar_today08-04-2022 19:48:24

713 Tweet

971 Followers

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David H. Annis, Ph.D. (@vernoncapitalda) 's Twitter Profile Photo
David H. Annis, Ph.D.
@vernoncapitalda

3 years ago

This is just a conjecture. If someone has historical put/call ratio data for $VIX options, please let me know if there's anything to it or if I can add it to the list of plausible hypotheses that don't hold when tested.