Implied correlation index KCJ

KCJ is the S&P500 implied correlation index, you can see it at yahoo finance, KCJ link.

It's pretty interesting as like the VIX, it has a negative correlation to the S&P500 index. What makes it cool is that as a correlation, it's implicitly bounded. It could definitely offer an edge for directional forecasts of both underlying markets and volatilities.

So much for words, look at the chart!

About Me

Background
Bachelor of Honours in Mathematical Sciences, AUT University. With experience in the field of low-latency trading, I understand how incredibly tough it is to make money trading financial products.

That said, I am here to think critically, and share thoughts around financial trading, derivative valuations, and hopefully add value to readers engaged in similar fields.

Current Activities

- Independent trader
- Senior Developer at E-Tiger Capital Ltd.

-Rocko Chen
Email: rock12chen@gmail.com