adamsoptions.blogspot.com - 1/22/2009
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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 institutional investors. But barring some ...
indexuniverse.com - 1/21/2009
ibankcoin.com - 1/26/2009
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ibankcoin.com —
I've wrote about this topic before- when markets
get extremely volatile, the VIX becomes a more powerful...
tool to predict, well, maybe not predict, but at least find a good spot where the market will reverse its trend. It's so powerful, it even ...
(more)
Weekly Review: Using intraday Vix reversals to spot ...
condoroptions.com - 1/26/2009
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condoroptions.com —
We’ve been trying to come up with a
scenario in which we’d want to trade the new...
iPath S&P 500 VIX Futures ETNs being issued soon by Barclays, and we can’t think of one. There’s already been some helpful coverage of these ...
(more)
Should You Trade the VIX ETNs?
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Thursday links: bank mitosis
Abnormal Returns —
... the CEO of the Year Award? (Jeff Matthews)
Infrastructure is a key theme for 2009. (Kirk Report)
Who knew there was credit risk in currency ETFs? (Aleph Blog)
A look at what can happen to the term structure of the VIX in one day. (VIX and More)
Do we really need a long-term VIX ETN? (Daily Options Report)
Medium term momentum ...
Barclays VIX ETNs Slated to Begin Trading on Friday
VIX and More —
... been finalized, I just now discovered an August 27, 2008 prospectus that describes the ETNs at some length and lists a VXX ticker for the iPath S&P 500 VIX Short-Term Futures ETN and a VXY ticker for the iPath S&P 500 VIX Mid-Term Futures ETN. After I have had a chance to study the prospectus I will offer up more on these new ETNs. In the meantime, some of the usual suspects have already offered some thoughts on the subject: New VIXes on Tap? (Daily Options Report) VIX Futures Are Not Always a ...
Related Content
VXXing Issues
adamsoptions.blogspot.com 5/27/2009 — I don't trade VXX, or any VIX futures, but I do find more and more utility in them by the day. VXX has only traded since late January. It's an ETN that tracks a perpetual 30 day VXX future. My partner in VIX crime Bill Luby has tracked the ...
VIX Expiration Straddles
vixandmore.blogspot.com 4/16/2009 — With less than an hour left before today’s trading session comes to a close and the April VIX options can no longer be traded, this seems like as good a time as any to mention a pure overnight volatility gamble: the VIX expiration straddle. I have ...
Who Trades the VIX and VXX?
vixandmore.blogspot.com 6/18/2009 — Several times in the past, I have had some fun the Trading Patterns feature at optionsXpress, including a February 2008 post, optionsXpress Trading Patterns and the VIX , which examined the securities that optionsXpress customers who traded the VIX were also trading. Given all that has ...
More Volatility + Less Fear = Lower VIX?
vixandmore.blogspot.com 3/12/2009 — Yesterday’s rally resulted in a 6.4% jump in the SPX and pulled the 10 and 20 day historical volatility in the SPX up to levels not seen since December. While very few investors are convinced that last week’s bottom is now safe, there is a growing ...
VIX Slips Below 50
ritholtz.com 11/5/2008 — >
Who could have predicted that traders would be celebrating the decline of the Chicago Board Options Exchange’s volatility index below the 50 mark?
We saw the VIX peak late October, coincident with the worst of the credit freeze and market panic. ...
VIX Searching for It's Mojo
adamsoptions.blogspot.com 12/23/2008 — 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 ...
Three Good Articles on the VIX
vixandmore.blogspot.com 7/31/2009 — I continue to be amazed at the sustained level of interest in the VIX and other measures of investor anxiety and volatility, now that the VIX is down 72% from its high. Today I was pleased to see three excellent articles on the VIX and VIX-related subjects. In no particular order: Jared at ...
Tricks of the VIX
minyanville.com 3/8/2009 — When it comes to the VIX lately the question on everyone’s mind is why it's been relatively flat -- and considerably lower than it was in October and November 2008 -- while the markets have been making multi-year lows. There are a couple of ways ...
VIX Kitchen Sink Chart
vixandmore.blogspot.com 2/25/2009 — The VIX is once again above 50 as I type this and technical analysis aficionados are wondering where the next resistance levels are for the VIX and whether these might increase the odds of predicting a market bottom. The chart below is a kitchen ...
VIX High or Low? It Depends…
vixandmore.blogspot.com 4/13/2009 — The question of whether the VIX, which closed at 36.53 on Thursday, is high or low, depends a great deal upon the historical backdrop one uses to make the comparison. In the chart below, I have represented 36.53 as a percentile based upon prior VIX ...
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