Academy (2026-04-20): VIX and MOVE: Reading Regime from Volatility

VIX: CBOE S&P 500 implied volatility index (equity risk sentiment). MOVE: ICE BofA Treasury options implied volatility (rates uncertainty).

· AQT Academy· Sources: CNBC
Academy (2026-04-20): VIX and MOVE: Reading Regime from Volatility - AQT / ALPHA量化

Definition

VIX: CBOE S&P 500 implied volatility index (equity risk sentiment). MOVE: ICE BofA Treasury options implied volatility (rates uncertainty).

Interpretation

High MOVE + High VIX → macro shock/risk-off. High MOVE + Low VIX → rates-driven rotation. Low MOVE + High VIX → idiosyncratic equity stress. Low MOVE + Low VIX → calm regime; watch for crowded carry.

Reference: https://www.cboe.com/tradable_products/vix/

Not investment advice. For informational purposes only. Sources: CNBC.

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