Live from the FIA Expo, Mark sits down with Scot Warren, MD of Equity Products and Index Services at the Chicago Mercantile Exchange. Scot dispels a number of rumors surrounding the CME's recent volatility licensing deal with the CBOE. Will we see VIX options and futures trading on the CME in the near future? Mark and Scot also explore the reasoning behind the CME's acquisition of the Dow Jones family of index products.
Is AIG Still A Buy?
Recent asset sales embolden, but leave questions
Toll Brothers (NYSE: TOL) Straddle Seller Bets on Decline
Breakout from consolidation at $19 leans lower
GOOG March Iron Butterfly
A look at a Google iron butterfly
Biogen (BIIB) Iron Condor Bets On An $8 range
Sell a strangle, buy a strangle, and get paid for the risk until March
Weekly Options Volatility Tracking Report
Volatility Tracking Report for February 8, 2010: Long Gamma Pays Off
S&P 500 Correction: How Low Can It Go?
Kevin Cook looks at recent S&P 500 movement and what it tells us.
Buy-Side High Frequency Trading Forum Update, Part Three
Rounding up the last part of Adam Sussman's presentation with a look at various market insiders' opinions of HFT, and which asset classes are traded in this space.
Buy-Side High Frequency Trading Forum Update, Part Two
Second installment of Adam Sussman's presentation "High Frequency Trading: Understanding the Participants and Their Roles in the Market," featuring detail of institutional asset holdings and comparing those assets to average daily volume.
(Almost) Live Reporting From the Buy-Side High Frequency Trading Forum, Part One
The first installment in a series covering the Buy-Side Tech High Frequency Trading Forum. Part one covers Adam Sussman's presentation "High Frequency Trading: Understanding the Participants and Their Roles in the Market"
Weekly Options Volatility Tracking Report
Weekly Volatility Tracker
Tracking The Commitments Of VIX Traders
If you hold a position larger than a specified threshold in a futures or options contract that is regulated by the CFTC, your clearing firm must report it and classify your position as either commercial or non-commercial. Futures traders have been tracking these reports for years, but I'm not aware of any studies that analyze the history of VIX futures commitments…
