Tag Archives: vix

Ffear gauge VIX creator says people don’t understand it as well as they should

Ffear gauge VIX creator says people don’t understand it as well as they should

This came in from Sholom B. I always was told VIS is an aggregate of present moment of average stocks. Implied volatility of any asset class is better since is always forward looking. This is how I would measure any future volatility. Let me know what you think.

https://finance.yahoo.com/news/creator-wall-streets-fear-gauge-101000833.html

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The Highest VIX Options Volume Day in History

 

The Highest VIX Options Volume Day in History
And the short got trapped because there was so much volume

http://www.barrons.com/articles/the-highest-vix-options-volume-day-in-history-1502466104?mod=yahoobarrons&ru=yahoo&yptr=yahoo

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Goldman say market risk fear beyond VIX

Goldman say market risk fear beyond VIX

It seems that you should be looking at the CBOE skew instead. Also it is quite commonly known that VIX is lagging which is not forward looking. Always look at something like S&P 500 put vs call or short vs long. This is much more reliable.

From Sholom B so thanks to him

https://www.bloomberg.com/news/videos/2017-02-07/goldman-s-bell-sees-market-volatility-beyond-vix?cmpid=yhoo.headline&yptr=yahoo

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Your Broker Gets VIX Options Completely Wrong

Your Broker Gets VIX Options Completely Wrong

VIX options should be available from the CME no? or CFTA  or Quandl. I can only show futures though. Isn’t an option using the future as the underlying any how?

Thanks to Sholom B for sending

https://www.thestreet.com/story/12108045/1/your-broker-probably-gets-vix-options-completely-wrong.html

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

US dollar new fear gauge over VIX

US dollar new fear gauge over VIX

For a volatility trader this must be a big mind shift but probably only temporary

Thanks to Sholom B sending

https://www.bloomberg.com/gadfly/articles/2016-11-25/move-over-vix-pain-has-a-new-king?cmpid=yhoo.headline&yptr=yahoo

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

#Vix takes hit heading into #LongWeekend

takes hit heading into

[igp-video src=”https://quantlabs.net/blog/wp-content/uploads/2016/09/Vix-takes-hit-heading-into-LongWeekend.mp4″ poster=”https://quantlabs.net/blog/wp-content/uploads/2016/09/Vix-takes-hit-heading-into-LongWeekend.jpg” size=”large”]
#Vix takes hit heading into #LongWeekend

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#vix Notes show #hedging is hard

Notes show is hard

[igp-video src=”https://quantlabs.net/blog/wp-content/uploads/2016/07/vix-Notes-show-hedging-is-hard.mp4″ poster=”https://quantlabs.net/blog/wp-content/uploads/2016/07/vix-Notes-show-hedging-is-hard.jpg” size=”large”]
#vix Notes show #hedging is hard

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VIX Futures Backwardation Lag?

VIX Futures Backwardation Lag

I saw this the next after the announcement after the Brexit result

http://www.wilmott.com/messageview.cfm?catid=38&threadid=98986

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Payday for #Volatility buyers #Trading skyrocketed #vix pre- #brexit

Payday for buyers skyrocketed pre-

[igp-video src=”https://quantlabs.net/blog/wp-content/uploads/2016/06/Payday-for-Volatility-buyers-Trading-skyrocketed-vix-pre-brexit.mp4″ poster=”https://quantlabs.net/blog/wp-content/uploads/2016/06/Payday-for-Volatility-buyers-Trading-skyrocketed-vix-pre-brexit.jpg” size=”large”]
Payday for #Volatility buyers #Trading skyrocketed #vix pre- #brexit

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!