Volatility Views 19: A Better Way to Measure Volatility?

Volatility Views 19: A Better Way to Measure Volatility?

Volatility Review: Volatility contracts have calmed a little – a surprise given what the recent history for the previous contracts has been. A rundown of the weekly VIX, Euro VolContracts, and the equity markets. Plus Mark Sebastian gives his volatility review. Volatility Viewpoints: Special guest Euan Sinclair author of several books including "Option Trading" and "Volatility Trading," and risk manager at Bluefin Trading, discusses measuring volatility. Euan's concept of the barrier method or first-exit-time method vs. the standard close-to-close method. The Crystal Ball: An outlook on the Euro Vol. Also Mark Sebastian looks into the crystal ball for the coming week.

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Volatility Views 13: VIX and More

Volatility Views 13: VIX and More

In this episode, Mark and Don chat with Bill Luby, creator of the popular website VIX and More. They discuss the roller coaster volatility of late, whether the VIX has underperformed given current market conditions, whether VIX futures are essentially irrelevant, whether VIX should be marketed as a hedging tool, the inherent differences between implied and realized volatility, Euro vol updates, and much more…

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