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VIX and More

I often get asked about where to go to learn more about the VIX and volatility.  Well, if there is one event each year that falls in the absolutely-do-not-miss category, it is the CBOE’s annual Risk Management Conference, which is back in Dana Point, California this year from March 8-10.  It should be noted that while this is the 33rdannual …

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I often get asked about where to go to learn more about the VIX and volatility.  Well, if there is one event each year that falls in the absolutely-do-not-miss category, it is the CBOE’s annual Risk Management Conference, which is back in Dana Point, California this year from March 8-10.  It should be noted that while this is the 33rdannual …

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Last week, my Putting Low Stock Volatility to Good Use (Guest Columnist at Barron’s) triggered a bunch of emails related to the clustering of low volatility,  Most readers expressed an interest in the phenomenon of volatility clusters occurring in both high and low volatility environments and were curious about the differences between high and low volatility clusters.
When it comes …

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Last week, my Putting Low Stock Volatility to Good Use (Guest Columnist at Barron’s) triggered a bunch of emails related to the clustering of low volatility.  Most readers expressed an interest in the phenomenon of volatility clusters occurring in both high and low volatility environments and were curious about the differences between high and low volatility clusters.
When it comes …

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On Saturday, I posted Putting Low Stock Volatility to Good Use (Guest Columnist at Barron’s) and used that opportunity to expand upon some of the points I raised in my February 18th column for Barron’s.  Specifically, I addressed the issue of the clustering of low volatility and used a graphic to show that when the VIX closes below 12, it tends to persist …

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On Saturday, I posted Putting Low Stock Volatility to Good Use (Guest Columnist at Barron’s) and used that opportunity to expand upon some of the points I raised in my February 18th column for Barron’s.  Specifically, I addressed the issue of the clustering of low volatility and used a graphic to show that when the VIX closes below 12, it tends to persist …

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With spring training just getting underway in Florida and Arizona, I think it is appropriate that I once again have an opportunity to pinch hit for Steve Searsin his The Striking Price column for Barron’s.  Today’s column is called Putting Low Stock Volatility to Good Use (my title suggestions always seem to end up on the cutting floor) and builds …

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With spring training just getting underway in Florida and Arizona, I think it is appropriate that I once again have an opportunity to pinch hit for Steve Searsin his The Striking Price column for Barron’s.  Today’s column is called Putting Low Stock Volatility to Good Use (my title suggestions always seem to end up on the cutting floor) and builds …

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Last year I shocked quite a few investors and media outlets with the publication of Every Single VIX ETP (Long and Short) Lost Money in 2015.  My intent was not to tar and feather the VIX exchange-traded products landscape, but to highlight the fact that in an environment characterized by sharp VIX spikes and other volatility extremes, the power of …

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Last year I shocked quite a few investors and media outlets with the publication of Every Single VIX ETP (Long and Short) Lost Money in 2015.  My intent was not to tar and feather the VIX exchange-traded products landscape, but to highlight the fact that in an environment characterized by sharp VIX spikes and other volatility extremes, the power of …

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Two days ago, in The Year in VIX and Volatility (2016), I made no mention whatsoever of the VIX futuresterm structure.  Traders of the full range of VIX products (futures, options and ETPs) hopefully know by now that the entire VIX product landscape is based — and priced — off of VIX futures and one of the most important aspects …

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Two days ago, in The Year in VIX and Volatility (2016), I made no mention whatsoever of the VIX futuresterm structure.  Traders of the full range of VIX products (futures, options and ETPs) hopefully know by now that the entire VIX product landscape is based — and priced — off of VIX futures and one of the most important aspects …

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