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@wagonomics Fine. I thought someone knowledgeable might have an immediate thought but your reply made me need-snipe myself.
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@wagonomics Quick and dirty, but it does look like last 30 days’ R² of VIX on S&P 500 (log, total return index) is the highest it’s ever been, though not sure I’d make much of it 🏷 @bennpeifert @danielrock
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@wagonomics @bennpeifert @danielrock Two more visualizations if anyone's interested, and the code if you want to play further (eg @BenBushong; sorry I'm done for right now!): gist.github.com/lukestein/c05e4ebbce6aa88ce4ee335e4111158b