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Back(wardation) to the Future!
adamsoptions.blogspot.com - 3/4/2009
Back(wardation) to the Future!
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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 high end. But here's the rub, it doesn't mean a ...
Slow-Motion Capitulation
online.barrons.com - 3/5/2009
Slow-Motion Capitulation
— online.barrons.com — LAST YEAR, WE SAW THAT market fall apart in what can only be described as a slow-motion... crash. And now, thanks to the overwhelming effects of the economic crisis, we just may be seeing slow-motion capitulation. In other words, investors seem to have ... (more) Slow-Motion Capitulation

Comments vote down Abnormal Returns found this 3/5/2009found this
vixandmore.blogspot.com - 3/3/2009
The Possibility of a ‘Stealth Bottom’
— vixandmore.blogspot.com — The more I hear about the need for some sort of dramatic capitulation to affirm that a... bottom has been made, the less likely I think it is going to happen. Instead, my thinking is that the longer and steeper the bear market, the more likely that any ... (more) The Possibility of a ‘Stealth Bottom’

Comments vote down Abnormal Returns found this 3/3/2009found this
VXX Data Now Painting an Accurate Picture
vixandmore.blogspot.com - 3/5/2009
VXX Data Now Painting an Accurate Picture
— vixandmore.blogspot.com — Just one week ago, I posted an earlier version of the graphic below in VXX Juice Factor... and Portfolio Insurance Implications . In that article, I explained how daily percentage price changes in VXX (what I call the VXX juice factor ) had been running ... (more) VXX Data Now Painting an Accurate Picture

Comments vote down Daily Options Report found this 3/5/2009found this

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Abnormal Returns:  Wednesday links: tough starts

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Wednesday links: tough starts
Abnormal Returns — ... Don’t read too much into the VIX futures. (Daily Options Report) ...

Related: vix backwardation
VIX: Backwardation to the Future — Minyanville
Lots of buzz about the large backwardation in the VIX. The "spot" VIX was over 51 at the time; the March VIX future was roughly a 47 July roughly 43. Now of course it's an accurate point. That's the "spot" VIX premium and it's on the high end. But here's the rub: It ...