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abnormalreturns.com - 2/2/2009
Sunday links: one bad January
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The worst January for the Dow in 113 years. ( WSJ.com also Trader’s Narrative , Daily Options Report ) Where do we stand compared to three other ugly bear markets . ( dshort.com ) You cannot buy muni bonds indiscriminately. ( WSJ.com ) Investors need to understand the proper ...

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Howard Lindzon:  Deep Market Thoughts…Today Vs. The Great Depression

Weekly Review: Using intraday Vix reversals to spot intraday market reversals… over, and over, and over…
ibankcoin.com - 1/26/2009
Weekly Review: Using intraday Vix reversals to spot intraday market reversals… over, and over, ...
— 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 ...

Comments vote down Downtowntrader found this 1/26/2009found this
Thinking About the New VIX ETNs
vixandmore.blogspot.com - 1/27/2009
Thinking About the New VIX ETNs
— vixandmore.blogspot.com — 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 ... (more) Thinking About the New VIX ETNs

Comments vote down THE SHARK REPORT found this 1/27/2009found this
condoroptions.com - 1/26/2009
Should You Trade the VIX ETNs?
— 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?

Comments vote down Abnormal Returns found this 1/26/2009found this
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Deep Market Thoughts…Today Vs. The Great Depression
Howard Lindzon — ... Now that the Superbowl is over and we can get back to shortselling and making fun of America. It’s not funny, but true. It was a RIDICULOUSLY BAD January . ...

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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 ...
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online.barrons.com 3/13/2009 — THE NEW-FOUND POPULARITY of the VIX proves that complicated matters can be marketed to the investment masses if explained in simple terms. In the case of the VIX -- known more formally as the Chicago Board Options Exchange's Market Volatility Index -- ...
Calculating the Implied Volatility of the VIX
vixandmore.blogspot.com 4/7/2009 — Earlier today, a reader had an excellent observation and question regarding the implied volatility of the VIX: “I noticed that the IV for ATM July options is 50 while the VIX itself is 42 right now. That seems crazy to me since the IV for the VIX ...
My Take On The VIX
quantifiableedges.blogspot.com 3/3/2009 — Another big day down today and still the VIX isn’t stretched. An observation I’ve seen several traders make is that while the S&P fell hard last week, the VIX (and VXO) didn’t rise. The interpretation by some is that this suggests a lack of fear ...