Quant Mashup - Trading the Odds
The VIX® – A Rear-View Mirror Or Crystal Ball [Trading the Odds]
Most recently there has been a lot of chatter and discussion in the financial blogosphere regarding the CBOE Volatility Index (VIX®) soaring higher since December 5, 2014 when the index closed at its preliminary low of 11.82 (the index closed at 22.39 on January 15, 2015), despite the fact that the
- 9 years ago, 11 Feb 2015, 12:20pm -
Volatility Risk Premium Strategy – And The (Preliminary) Outperformer Is... [Trading the Odds]
A couple of weeks ago I started a series of postings, all dealing with trading volatility ETNs / ETFs like XIV® (VelocityShares Daily Inverse VIX Short-Term ETN) and VXX (iPath® S&P 500 VIX Short-Term Futures™ ETN) and respective trading strategies. One of those strategies was DDN’s VRP
- 9 years ago, 27 Jan 2015, 04:29am -
Timing (And Trading) Implied Volatility [Trading the Odds]
The majority of readers will already be familiar with the fact that the CBOE Volatility Index® (VIX®) is not a tradable asset (it is just a number), and trading the VIX® in fact means trading its derivatives (futures) or even derivatives of derivatives (options on futures, ETFs/ETNs like XIV®
- 9 years ago, 18 Jan 2015, 01:33pm -