Ah, the ever present question as to where a trader should place stops.

I have been keeping an eye on the CBOE's new Weekly products for a while trying to get a sense of how they trade. And, duh, it is just expiration every week.

Lately, I have received email questions regarding a specific strategy we teach and employ at Online Trading Academy.

This week's article takes note of the inverse relationship of the U.S. Dollar, and the equity market and how you could use both to make a delta neutral trade.

Trade selection using volatility as the primary criteria. Different trades for different volatility opportunities.

While the Treasury bond market staggered as long-term interest rates rose, precious [[[meta]]]ls kicked off a predictable seasonal decline with key reversals in gold and gold mining equities.

When today's implied volatility for options on a stock is higher than yesterday's, that may represent traders' changing views on future volatility. But what if there was no implied volatility yesterday?

Trade selection using volatility as the primary criteria. Different trades for different volatility opportunities.

The holiday sale ideas we have for this Digest Issue are not an advertisement, but instead refer to establishing short option positions over the holiday period to benefit from options time decay and declining volatility.

One of the recurring stories of these past two earnings seasons was the lack of sales growth.

The simple fact that there had to be a QE2 signals the effectiveness of QE1

Trade selection using volatility as the primary criteria. Different trades for different volatility opportunities.