The Year In VIX And Volatility - 2014
Bill Luby - at Seeking Alpha - Mon Jan 26, 11:05PM CST
This is the seventh year in a row I have offered a retrospective look at the year in VIX and Volatility, which is my attempt to cram some of the highlights of the year in volatility onto one graphic with a (somewhat) manageable number of annotations....
TVIZ: 21.76 (-1.84), TVIX: 2.57 (-0.05), XVZ: 28.30 (-0.18), VIXM: 63.82 (-0.30), XVIX: 16.10 (-0.06), ZIV: 40.78 (+0.37), VXX: 30.97 (-0.38), IVOP: 37.88 (-0.16), UVXY: 22.57 (-0.61), VIIX: 41.82 (-0.49), CVOL: 0.95 (-0.04), VXZ: 13.10 (-0.08), VIIZ: 19.06 (+0.09), XXV: 38.25 (unch), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)
One Reason Why The New VIX Calculation Is Better
Vance Harwood - at Seeking Alpha - Tue Jan 13, 5:02PM CST
The CBOE changed the way the VIX® was calculated on October 6th, 2014- asserting the change would provide a more accurate assessment of expected volatility. The new process does look better to me, but I've been surprised that the new VIX and the...
TVIZ: 21.76 (-1.84), TVIX: 2.57 (-0.05), XVZ: 28.30 (-0.18), VIXM: 63.82 (-0.30), XVIX: 16.10 (-0.06), ZIV: 40.78 (+0.37), VXX: 30.97 (-0.38), IVOP: 37.88 (-0.16), UVXY: 22.57 (-0.61), VIIX: 41.82 (-0.49), CVOL: 0.95 (-0.04), VXZ: 13.10 (-0.08), VIIZ: 19.06 (+0.09), XXV: 38.25 (unch), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)
Not All Market Hedges Are Created Equal: Part 1
Invesco US - Seeking Alpha - Wed Oct 22, 3:20PM CDT
By John Feyerer While the multi-year bull market may feel like it has created some distance from the market turmoil, investors won't soon forget the global financial crisis of 2008-2009 and the eurozone debt crisis events of 2010-2011. These...
TVIZ: 21.76 (-1.84), TVIX: 2.57 (-0.05), XVZ: 28.30 (-0.18), VIXM: 63.82 (-0.30), XVIX: 16.10 (-0.06), ZIV: 40.78 (+0.37), VXX: 30.97 (-0.38), IVOP: 37.88 (-0.16), UVXY: 22.57 (-0.61), VIIX: 41.82 (-0.49), CVOL: 0.95 (-0.04), VXZ: 13.10 (-0.08), VIIZ: 19.06 (+0.09), XXV: 38.25 (unch), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)