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Analysis: Divergence Between VIX and Brent Crude Oil Indicates Potential Third Volatility Shock
On April 30, Daniel Yan, co-founder of Kryptanium Capital, posted on social media that in April, there was a significant divergence between VIX and Brent crude oil futures, attributed to the resilience of the S&P 500 index. This represents a fat-tail risk, as volatility shocks have already rattled the global macro markets twice at the end of January and February. It would not be surprising to see a third shock occurring soon.