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Daily Archives: Wednesday, October 3, 2018

Posted: October 3, 2018

Chicago Board Options Exchange Takes Steps To Address Volatility Index Manipulation Concerns

Reuters reports that CBOE is working with FINRA “to develop machine learning techniques to tell whether market conditions surrounding the VIX settlement are potentially anomalous” in order to address concerns that traders could manipulate its VIX volatility index by strategically placing S&P options orders.