ibankcoin.com - 1/26/2009
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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 trumps that of some of the most ...
indexuniverse.com - 1/21/2009
vixandmore.blogspot.com - 1/27/2009
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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
adamsoptions.blogspot.com - 1/22/2009
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adamsoptions.blogspot.com —
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 ...
(more)
New VIXes On Tap?
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Blog Reactions
Plan your attack
Downtowntrader —
... many indicators lineup for your intended trade, the markets will do whatever they feel like it, and as a trader you must remain nonobjective and prepared for anything. I found three great links this weekend highlighting a few different ways traders plan for trading this environment. Great example of a trader having a plan of attack for trading the current environment. Great example of a trader having a plan of attack regardless of whether markets go up or down this week. Great example of a trader having a plan of attack for daytrading this environment. Good ...
Using Intraday VIX Reversals to Identify Market Reversals
VIX and More —
... , has a post covering last week’s action with the title, Weekly Review: Using VIX Reversals to Spot Intraday Market Reversals…Over and Over and Over. As the title suggests, Gio claims that during periods of extreme market volatility the VIX often turns in advance of the broader markets and can therefore be used as a day trading tool. Unfortunately, at least to my eye, I find the accompanying chart provided by Gio to be inconclusive at best. To my (admittedly slightly astigmatic) eye, the DJI turns prior to the VIX in three or four of the five examples he cites. ...
Short Term VIX Tiki Signals?
Daily Options Report —
Gio the Hawaiian Trader runs some charts on the VIX the other day for the purpose of showing how to identify intraday moves. 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 trumps that of some of the most basic technical analysis tools. Conversely, when the market moves in trends (loss of volatility), the VIX is more difficult to use and you ...
Related Content
Using Intraday VIX Reversals to Identify Market Reversals
vixandmore.blogspot.com 1/27/2009 — I was going to wait for the market to pick a direction today and offer my thoughts on that direction, but since it looks as if indecision is becoming prevalent in the area of SPX 840-850, I thought it might be time to turn to a tangential subject. ...
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 & ...
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 ...
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 ...
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 ...
Where Will the VIX Bottom?
vixandmore.blogspot.com 5/19/2009 — As I write this, the VIX is at 28.80, after making an intraday low of 28.51 earlier in the session. Since this is the first time the VIX has traded below 30.00 since the middle of September, I am finding there is a great deal of interest in and ...
Big Intraday Surge in VIX While SPX Treads Water
vixandmore.blogspot.com 5/24/2009 — While I tend to shy away from talking too much about intraday moves in the VIX, today has been an unusual day in the VIX. First, for most Fridays and particularly before long weekends, you should expect the VIX to be (a little more than 1.0%) lower ...
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 ...
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 ...
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 ...
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