I’ve pointed this out several times in recent weeks but a sleeping giant was awoken 9 weeks ago.
As Weather Abates, Will Natural Gas Respond?
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2014 Is the Year for Gamma
The big surprise for me is the lack of interest in volatility into the NFP on Friday.
The Cable. Low Volatility. Where from Here?
The British Pound was a FX standout in the second half of 13′ appreciating from under $1.50 to close out the year near $1.6600 a gain of 10% in Q3 and Q4.
Option Block 304: Polar Vortex Be Damned
Not even a polar vortex can keep the all-stars from their mission of delivering options goodness.
VXX Short-Term IV Hitting Lows
As 2014 continues with the not much happening award, there are some big mark downs going on in the volatility markets.
VIX Portfolio Hedging (VXH) Strategy 2013 Performance Review
In 2013, being maximally long stocks was the only game in town, and investors who sought the safety of hedging strategies lagged unhedged indexes.
Volatility Trading Digest – Strategy Ideas & VIX Hedge Suggestion
Trade selection using volatility as the primary criteria. Different trades for different volatility opportunities.
Volatility Trading Digest – New Year Market Forecast
When comparing selected forecasts made this time last year to actual results it seems like they must have been looking at completely different sets of data.
Coffee Getting Support from the Funds
As of this post coffee prices are higher by 4.44% with prices approaching previous resistance just below the 50 day MA that was challenged last week
Option Block 303: Wither Single Name VIX?
2013 Numbers are in. Odd block review. Special edition of the Strategy Block.
VIX Rallying with the SPX = UGLY
When the SPX rallies and the VIX rallies at the same time it is almost always negative for the S&P 500
Volatility Trading Digest – Changing Picture
As we prepare to close out the year with the S&P 500 Index up 29% signs are starting to appear that the world economy may be on the verge of improving thus confirming the advance has been more than just price to earnings multiple expansion.