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VIXandMore

VIXandMore

Claimed Blog: VIX and More

WallStreetBlips Member since June 3, 2009

New Dr. Brett Series on Lessons for Developing Traders
vixandmore.blogspot.com — If there is one blog on the web where I never seem to find the appropriate amount... of time required to digest all the nuggets of wisdom it contains, that site is undoubtedly Brett Steenbarger’s TraderFeed . Filled with insights that range from quantitative analysis and system development to what ... (more) New Dr. Brett Series on Lessons for Developing Traders
VIX of 20 Spurring Market Correction?
VIX of 20 Spurring Market Correction?
vixandmore.blogspot.com — As the chart below shows, the last two times the VIX has taken a run at 20... (late October and late November), stocks have responded by selling off and spiking volatility. It is possible that a VIX of 20 may still be something that investors are not yet ready to accept ( availability bias ), but ... (more) VIX of 20 Spurring Market Correction?
Where Is VIX and More Headed?
vixandmore.blogspot.com — I failed to mention it when it first came out a month ago, but anyone who missed... The Periodic Table of Finance Bloggers by Joshua Brown at The Reformed Broker not only missed out on a great resource for identifying and classifying some of the top bloggers in the investment world, but also ... (more) Where Is VIX and More Headed?
Equity Put to Call Ratio Not Pointing to Correction
Equity Put to Call Ratio Not Pointing to Correction
vixandmore.blogspot.com — The recent Dubai debt crisis has spurred some investors to take some profits, protect their portfolios and... contemplate both the acknowledged and hidden threats to the global economy. From Wednesday’s close to Friday’s intraday low, the S&P 500 index (SPX) only fell 17 points or 2.4%, hardly ... (more) Equity Put to Call Ratio Not Pointing to Correction
Frontier Country ETFs
Frontier Country ETFs
vixandmore.blogspot.com — In yesterday’s chart of the week , I looked at three ETFs with exposure in the Middle... East: Market Vectors Gulf States ETF ( MES ) Wisdom Tree Middle East Dividend ETF ( GULF ) SPDR S&P Emerging Middle East and Africa ETF ( GAF ) It is a little known fact that Middle Eastern ETFs are ... (more) Frontier Country ETFs
Chart of the Week: Market Vectors Gulf States ETF (MES)
Chart of the Week: Market Vectors Gulf States ETF (MES)
vixandmore.blogspot.com — With all the hoopla over the Dubai debt situation, I am surprised that there has been so... little talk about Middle Eastern ETFs in general and ETFs with exposure to the United Arab Emirates (UAE) in particular. Part of the reason for the lack of mention is surely that there is little to choose ... (more) Chart of the Week: Market Vectors Gulf States ETF (MES)
Best Article on Dubai Debt Problem and Related Issues I Have Seen Yet
vixandmore.blogspot.com — I think the best way to look at crises (both big and small) is to think of... them as learning opportunities. In the last year or so, many investors whose investing universe was narrowly bound by stocks have now become conversant in credit default swaps , the TED spread , the dollar , the carry ... (more) Best Article on Dubai Debt Problem and Related Issues I ...
Dubai Debt Concerns Trigger Spikes in Foreign Volatility Indices
vixandmore.blogspot.com — With the S&P 500 and NASDAQ futures both down approximately 3% as I type this on concerns... about the ability of Dubai World to repay some $59 billion in debt, tomorrow’s half day session is likely to be ugly and volatile. In a vacuum, this type of event would be concerning, but not likely to ... (more) Dubai Debt Concerns Trigger Spikes in Foreign Volatility ...
Recent Blog Links of Note
vixandmore.blogspot.com — On a typical trading day, I read or skim posts from about 300 different blogs using Google... Reader . After being out of the loop for two weeks, I spent a good portion of today getting caught up on what I missed. Some of the links that gave me a good deal to ponder with respect to the VIX, ... (more) Recent Blog Links of Note
SPX Strangle Pong Post-Mortem
SPX Strangle Pong Post-Mortem
vixandmore.blogspot.com — When I first broached the idea of Strangle Pong (a strategy of selling a front month strangle... in the SPX), I had every intention of periodically following up to offer comments on the strategy, how it was or was not working, and how a trader might manage a position like the one discussed in ... (more) SPX Strangle Pong Post-Mortem
Chart of the Week: No More Free Lunch for Volatility Sellers?
Chart of the Week: No More Free Lunch for Volatility Sellers?
vixandmore.blogspot.com — One month ago the VIX closed at a 2009 record low of 20.69, so it should not... be a big surprise that realized volatility over the course of the past month has been higher than predicted by the VIX. What I find interesting about this development is that last week was the first time since February ... (more) Chart of the Week: No More Free Lunch for Volatility ...
Chart of the Week: Four Key Sectors Struggle
Chart of the Week: Four Key Sectors Struggle
vixandmore.blogspot.com — While I still have at least one and a half feet placed firmly in the bull camp,... I am increasingly concerned with a number of signs from some key technical indicators. Near the top of my list of concerns is market breadth , as measured by the McClellan Summation Index and other similar market ... (more) Chart of the Week: Four Key Sectors Struggle
Peak Oil, IEA Whistleblower Update, etc.
vixandmore.blogspot.com — I have been traveling and have had limited connectivity for the past few days, but I note... that the Peak Oil post has generated a fair amount of interest and that others are running with the story, notably: Chris Martenson in "The Implications and Fallout in the IEA 'Leaks'" Eric Stewart of The ... (more) Peak Oil, IEA Whistleblower Update, etc.
VIX Data to Support Availability Bias and Disaster Imprinting Hypothesis
VIX Data to Support Availability Bias and Disaster Imprinting Hypothesis
vixandmore.blogspot.com — At the risk of beating to death last week’s theme of availability bias and disaster imprinting as... part of the explanation for some of the “ realized volatility gap, persistent VIX futures contango and off-center VIX:VXV ratio,” I thought it might be informative to present a simple piece of ... (more) VIX Data to Support Availability Bias and Disaster ...
IEA Whistleblower Says Oil Production Capacity Deliberately Overstated
vixandmore.blogspot.com — I am neither an alarmist nor a conspiracy theorist, but I have been extremely concerned about Peak... Oil long before I took on the VIX a pet project. Now that I occasionally find myself as an unofficial source of all things VIX and volatility, it seems I am also perpetually on the lookout for ... (more) IEA Whistleblower Says Oil Production Capacity ...
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