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Trading Strategy: the VIX Spread and the Stock Market
marketsci.wordpress.com - 11/12/2008
Trading Strategy: the VIX Spread and the Stock Market
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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 & More’s primer . As I discussed in The VIX isn’t ...
VIX Jumps 10% on Consecutive Days
vixandmore.blogspot.com - 11/7/2008
VIX Jumps 10% on Consecutive Days
— vixandmore.blogspot.com — In most of the world, yesterday’s big news was that the S&P 500 index fell 5% for... the second day in a row. Here at VIX Central, I was also interested to note that the VIX jumped 10% for the second day in a row, something that has happened on nine ... (more) VIX Jumps 10% on Consecutive Days

Comments vote down Market Rewind found this 11/7/2008found this
online.wsj.com - 11/13/2008
On the VIX, 50 Is the New 30 As Market Volatility Digs Its Heels In
— online.wsj.com — As recently as this summer, the idea of the VIX remaining above 50 seemed ludicrous. But people... who scoffed at the ridiculous level of volatility in the market back in September and October are becoming believers, and now they are scared, too. For ... (more) On the VIX, 50 Is the New 30 As Market Volatility Digs ...

Comments vote down Abnormal Returns found this 11/13/2008found this
Introducing the VIX and More Global Volatility Index
vixandmore.blogspot.com - 11/16/2008
Introducing the VIX and More Global Volatility Index
— vixandmore.blogspot.com — As representatives of the G20 assemble in Washington to discuss the state of the global economy, this... seems like a good time to take the wraps off of the VIX and More Global Volatility Index . Without getting into all the details, the Global ... (more) Introducing the VIX and More Global Volatility Index

Comments vote down Abnormal Returns found this 11/16/2008found this

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Abnormal Returns:  Wednesday links: they are the system

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Wednesday links: they are the system
Abnormal Returns — ...   (market folly) Recent daily equty volatility is at historic highs.  (Bespoke) Is “buy and hold” dead?  (Crossing Wall Street) Sector rotation rules as individual stock correlations have increased in this bear market.  (Time.com) Testing the VIX spread and the stock market.  (MarketSci Blog) “Either the economy is going to get much, much worse than ...

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adamsoptions.blogspot.com 7/15/2009 — Well, despite a rather slow session yesterday, we have some very interesting developments in volatility land. This, from Jason Goepfert (who I hope doesn't mind that copied over his chart, please click thru). Options expert, and unofficial (though ...
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vixandmore.blogspot.com 3/6/2009 — When it comes to the VIX, lately the question on everyone’s mind is why the VIX has been relatively flat – and considerable lower than it was in October and November – while the markets have been making multi-year lows. There are a couple of ways to ...