· AQT Academy· Sources: CNBC
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.
