Volatility Views 4: The Many Flavors of Volatility Cones
Volatility Review: We get a real-time look at the volatility of volatility with a big one-day move in the Euro vol contract. “Sell”” was the word in vol last week. Contango craziness.
Strategy Session: Contango – a basic introduction; Mean reversion – beyond basic introduction; Volatility cones as a trading signal: they come in many flavors.
Crystal Ball: Interesting vol ahead, both in the Euro contracts, and in the market in general. VIX cash fluctuations. Sebastian predicts that S&P will downgrade U.S. debt on Monday. Are you ready for “”Sell in May and go away””?
For more information about VolX, please visit www.volx.us.
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