Blogspot - vixandmore.blogspot.com - VIX and More
General Information:
Latest News:
Pricing of VIX August and September Calls 20 Aug 2013 | 11:55 pm
The monthly VIX futures and options expiration is a fascinating time from an options strategy perspective, as it marks the point in time in which VIX futures prices collide with the cash/spot VIX. Tha...
SPX Pullback Table: The Fall From 1709 15 Aug 2013 | 08:02 pm
I can’t remember the last time that the S&P 500 index pulled back a little from a recent high and I did not get at least one request to update the table below. The last time I did this, just two mont...
Expanded Performance of Volatility-Hedged and Related ETPs 15 Aug 2013 | 12:37 am
When I recently assembled Top Posts of 2013 (Through First Half of Year), several themes jumped off the page. The top four posts of the year summarize what many investors have been worrying about this...
Fox Business TV Appearance on Gerri Willis Show 9 Aug 2013 | 11:07 pm
Last month I wrote a guest column for The Striking Price on behalf of Steven Sears at Barron’s, entitled: How to Spot Risk Early. That column has received a fair amount attention and yesterday it land...
Updates for Newsletter/Stock of the Week and EVALS; Launch of New Investment Management Business 6 Aug 2013 | 03:47 am
Just a quick note to inform readers that I recently provided updates and some performance data for the VIX and More Newsletter and also for the EVALS model portfolio service: Newsletter Update, Stock...
Guest Columnist at The Striking Price for Barron’s: How to Spot Risk Early 16 Jul 2013 | 11:22 pm
Today’s guest column, How to Spot Risk Early, at The Striking Price on behalf of Steven Sears at Barron’s, is the eleventh time I have had the opportunity to write a column for Barron’s. Today’s colum...
Charting the Recent Decline of the BRIC Components 2 Jul 2013 | 10:04 pm
U.S. stocks are mostly green in today’s session, though there is a good deal of red in global stocks, notably in emerging markets, where the popular EEM emerging markets ETF is down close to 1% as I t...
Top Posts of 2013 (Through First Half of Year) 1 Jul 2013 | 11:22 pm
Every year I tabulate the most-read posts in this space as I find this exercise to be an excellent way to identify the issues that are resonating with readers and also to see how these issues evolve o...
VIX Futures Margin Requirements to Increase After Today’s Close 28 Jun 2013 | 12:07 am
A number of readers have expressed concern to me privately about today’s increase in the VIX futures margin requirements. The current margin requirements are detailed at the CFE Margins splash page, w...
VXTYN Measures Volatility in U.S. Treasuries and Potential Spillover Effect 25 Jun 2013 | 11:24 pm
Recently I have been highlighting some non-traditional measures of volatility and risk in the financial markets, including VXEEM (CBOE Emerging Markets ETF Volatility Index); DXJ (WisdomTree Japan Hed...
