Archive for Futures

Volatility ETFs Weapons of Mass Portfolio Destruction

The exchange-traded fund industry has grown by leaps and bounds ever over the past two decades. While it is true that most ETF products

10 Август, 2015 No Comment Read More

VIX Futures Shortterm Performance After SPX Term Structure Inversions

Max Favorable Excursion (MFE) and Max Adverse Excursion (MAE) on 1-Month holding period returns in the VIX front-month future after VIX/VXV crosses above 1

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The VIX Volume Explosion

Stocks quoted in this article: While 2013 may have looked like a terrible year for volatility, it was boom times for tradable volatility products.

10 Август, 2015 No Comment Read More

Quantifiable Edges Do Reliable Oscillations In The VIX Make VIX Options An Easy Profit Vehicle

Tuesday, February 26, 2008 Do Reliable Oscillations In The VIX Make VIX Options An Easy Profit Vehicle? Ive seen some articles in the press

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IVolatility Trading Digest Blog

VIX on the Rise Again [Chart] VIX Hedge Plan [Charts] — IVolatility Trading Digest Trade selection using volatility as the primary criteria. Different trades

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Is a Higher VIX the New Normal

What to look for and how to invest in trends affecting this volatile indicator during 2013 After spending most of 2012 in complete hibernation,

9 Август, 2015 No Comment Read More

How to Trade Volatility Part 2 XIV

Today, we’d like to talk about VelocityShares Daily Inverse VIX Short Term ETNs ( XIV). Currently one of the most popular volatility vehicles to

9 Август, 2015 No Comment Read More

ETFs and VIX The Facts and the Risk

Key Points The VIX is known as the fear index and may spike during market turmoil. Investors can’t own the VIX directly—they can only

9 Август, 2015 No Comment Read More

Bill Luby Talks to OptionPundit

by OptionPundit on November 15, 2011 Bill is a private investor who also authors the VIX and More blog and an investment newsletter from