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Home > Desperate Demand For Short-Term Crash Protection Pushes Implied Correlation Above 100%

Desperate Demand For Short-Term Crash Protection Pushes Implied Correlation Above 100%

By Tyler Durden
Created 11/01/2011 - 13:08
Tyler Durden's picture [1]
Submitted by Tyler Durden [1] on 11/01/2011 13:08 -0500



 
 

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Source URL: http://www.zerohedge.com/news/desperate-demand-short-term-crash-protection-pushes-implied-correlation-above-100

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[1] http://www.zerohedge.com/users/tyler-durden
[2] http://www.zerohedge.com/taxonomy_vtn/term/10010