Submit a Story!
Votes
topics:

vote down flag
howardlindzon.com - 12/23/2008
2009…The Year of Financial Chaos?
—
I think so. Let’s face it, despite the criminals, financial asshats, insanely long presidential race, and all the other disruptive and horrific financial events, we really had no chaos in 2008. The losses still seemed kind of orderly. If not orderly, than the losers seem pretty damn ...
The Volatility of the VIX: From Bear Panic to Barely Elevated
traderfeed.blogspot.com - 12/26/2008
The Volatility of the VIX: From Bear Panic to Barely Elevated
— traderfeed.blogspot.com — VIX , a measure of implied volatility for S&P 500 options, has been making multi-month lows this... past week, declining even as stocks have moved lower. Equally interesting, the volatility of the VIX itself--measured in the chart above as a ... (more) The Volatility of the VIX: From Bear Panic to Barely ...

Comments vote down Abnormal Returns found this 12/26/2008found this
The VIX Annual Cycle
vixandmore.blogspot.com - 12/26/2008
The VIX Annual Cycle
— vixandmore.blogspot.com — Two years ago, when I was the only person reading this blog, I posted about VIX seasonal... patterns in A Month By Month Look at the VIX . Since the original post I have received quite a few requests to update the chart with more recent data. On the ... (more) The VIX Annual Cycle

Comments vote down Afraid to Trade.com Blog found this 12/26/2008found this
VIX Searching for It's Mojo
adamsoptions.blogspot.com - 12/23/2008
VIX Searching for It's Mojo
— adamsoptions.blogspot.com — Apparently the days of the VIX having utility are gone. Why? It didn't call the fall swoon,... says some guys in this Bloomberg article. Investors are starting to abandon volatility as a forecasting tool for stocks after one of the most-used measures ... (more) VIX Searching for It's Mojo

Comments vote down Abnormal Returns found this 12/23/2008found this

Blog Reactions

Abnormal Returns:  Tuesday links: demand destruction

Comments
Blog Reactions

Tuesday links: demand destruction
Abnormal Returns — ... “You must have a game plan for what can REALLY go wrong in 2009.”  (Howard Lindzon) ...

Related Content
Thinking About the New VIX ETNs
vixandmore.blogspot.com 1/27/2009 — Last night I was contemplating how traders who unfamiliar with futures should think about the forthcoming VIX ETNs relative to the VIX index that many are already (somewhat) comfortable with. Since the VIX ETNs are based on VIX futures with constant ...
The VIX, Lehman Brothers, and Forecasting
vixandmore.blogspot.com 12/23/2008 — Jeff Kearns and Michael Tsang of Bloomberg have an article out today ( VIX Fails to Forecast S&P 500 Drop, Loses Followers ) in which the authors contend that largely because the VIX failed to predict the October losses in the S&P 500 index ...
Trading Strategy: the VIX Spread and the Stock Market
marketsci.wordpress.com 11/12/2008 — This post will be more complicated than most I write, but I think folks interested in the VIX and volatility and what they tell us about the markets will find this to be a new (and I hope useful) concept. Unfamiliar with the VIX? Read VIX & ...
Double Tops in the VIX
vixandmore.blogspot.com 12/8/2008 — The following is adapted from a subscriber newsletter segment that appeared in the November 26 th newsletter. I have never seen any research on the subject of VIX double tops, but given the recent double top formation in the VIX, I thought this ...
New VIXes On Tap?
adamsoptions.blogspot.com 1/22/2009 — Hey, anyone pining for a VIX ETF type product, your wish is about to be granted . Hat tip Roger and Greg . Hedging stock market turbulence by trading options on volatility indexes has grown in the past two years to become a popular strategy with ...
The VIX Can Play Tricks
tbm.thebigmoney.com 3/13/2009 — While the precipitous drop of the Dow this year has garnered much financial media hand-wringing recently, another index has also attracted attention , especially in the blogosphere: the Chicago Board Options Exchange Volatility Index, aka the ...
VIX Way Below 10 Day SMA
vixandmore.blogspot.com 11/5/2008 — Rob Hanna at Quantifiable Edges has a study up this morning with the title VXO Suggesting A Pullback Is Likely . In his previous Is A Low VIX A Short Trigger? Rob concluded, contrary to popular wisdom and quite correctly: “Owning the S&P 500 ...
What Did We Learn About the VIX in 2008
adamsoptions.blogspot.com 12/30/2008 — Well, in options world, we learned volatility could literally do anything. The year began with a nasty January, and a (very) brief volatility pop through 30. And it coincided with a "bottom". Which of course taught the Pundit Class that buying the ...
Today’s Jump in the VIX
vixandmore.blogspot.com 4/8/2009 — Lately it seems like I am the only one who is not talking about the VIX. I find it particularly ironic that many of the same people who were pounding the table saying that the market could not bottom unless there was another dramatic VIX spike and ...
Back(wardation) to the Future!
adamsoptions.blogspot.com 3/4/2009 — Lots of buzz about the large backwardation in the VIX. The "spot" VIX was over 51 at the time, the March VIX future roughly a 47, July 43, something like that. Now of course it's an accurate point. That is the "spot" VIX premium and it is on the ...