Long VIX ETPs seeing lots of action ahead of FOMC
Seeking Alpha - at Seeking Alpha - Tue Mar 17, 12:33PM CDT
TVIZ: 18.95 (-0.28), TVIX: 1.73 (-0.06), XVZ: 28.51 (+0.20), VIXM: 60.81 (+0.37), XVIX: 16.69 (+0.26), ZIV: 42.37 (-0.25), VXX: 25.73 (-0.40), IVOP: 38.01 (+0.13), UVXY: 15.26 (-0.46), VIIX: 34.73 (-0.55), CVOL: 0.79 (unch), VXZ: 12.49 (+0.07), VIIZ: 17.14 (+0.03), XXV: 38.28 (+0.02), SVXY: 67.98 (+1.12), XIV: 34.63 (+0.54), VIXY: 17.10 (-0.28)
March Madness - Dividend Grandness And Volatility Blandness
Wade Slome, CFA - at Seeking Alpha - Tue Mar 17, 12:37AM CDT
March Madness has arrived once again. This NCAA basketball event, which has been around since 1939, begins with a selection committee choosing the top 68 teams in the country. These teams are matched up against each other through a single-elimination...
TVIZ: 18.95 (-0.28), TVIX: 1.73 (-0.06), VIXM: 60.81 (+0.37), XVIX: 16.69 (+0.26), VXX: 25.73 (-0.40), IVOP: 38.01 (+0.13), UVXY: 15.26 (-0.46), CVOL: 0.79 (unch), VXZ: 12.49 (+0.07), XIV: 34.63 (+0.54), SVXY: 67.98 (+1.12), XVZ: 28.51 (+0.20), SPY: 210.41 (+0.91), QQQ: 108.53 (+0.45), ZIV: 42.37 (-0.25), DIA: 180.96 (+1.30), VIIX: 34.73 (-0.55), VIIZ: 17.14 (+0.03), XXV: 38.28 (+0.02), VIXY: 17.10 (-0.28)
Equity Volatility - Going Higher
Macronomics - Seeking Alpha - Mon Mar 02, 9:12AM CST
"When dealing with people, remember you are not dealing with creatures of logic, but creatures of emotion." - Dale Carnegie, American writer Please find below a great guest post from our good friends at Rcube Global Asset Management ...
TVIZ: 18.95 (-0.28), TVIX: 1.73 (-0.06), VIXM: 60.81 (+0.37), XVIX: 16.69 (+0.26), VXX: 25.73 (-0.40), IVOP: 38.01 (+0.13), UVXY: 15.26 (-0.46), VXZ: 12.49 (+0.07), CVOL: 0.79 (unch), XIV: 34.63 (+0.54), SVXY: 67.98 (+1.12), EEM: 40.08 (+0.59), XVZ: 28.51 (+0.20), ZIV: 42.37 (-0.25), VIIX: 34.73 (-0.55), VIIZ: 17.14 (+0.03), XXV: 38.28 (+0.02), VIXY: 17.10 (-0.28)
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: 18.95 (-0.28), TVIX: 1.73 (-0.06), XVZ: 28.51 (+0.20), VIXM: 60.81 (+0.37), XVIX: 16.69 (+0.26), ZIV: 42.37 (-0.25), VXX: 25.73 (-0.40), IVOP: 38.01 (+0.13), UVXY: 15.26 (-0.46), VIIX: 34.73 (-0.55), CVOL: 0.79 (unch), VXZ: 12.49 (+0.07), VIIZ: 17.14 (+0.03), XXV: 38.28 (+0.02), VIXY: 17.10 (-0.28), SVXY: 67.98 (+1.12), XIV: 34.63 (+0.54)
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: 18.95 (-0.28), TVIX: 1.73 (-0.06), XVZ: 28.51 (+0.20), VIXM: 60.81 (+0.37), XVIX: 16.69 (+0.26), ZIV: 42.37 (-0.25), VXX: 25.73 (-0.40), IVOP: 38.01 (+0.13), UVXY: 15.26 (-0.46), VIIX: 34.73 (-0.55), CVOL: 0.79 (unch), VXZ: 12.49 (+0.07), VIIZ: 17.14 (+0.03), XXV: 38.28 (+0.02), VIXY: 17.10 (-0.28), SVXY: 67.98 (+1.12), XIV: 34.63 (+0.54)
The VIX And Seasonality: Long Live Santa Claus And The Turkey Gods
Force Majeure - Seeking Alpha - Mon Nov 03, 11:35AM CST
The month of October has certainly been a wild one for U.S. markets with the second half of the month the polar opposite of the first. The first two weeks were dominated by fear regarding global growth, ebola, and geopolitical instability and...
TVIZ: 18.95 (-0.28), TVIX: 1.73 (-0.06), SPY: 210.41 (+0.91), QQQ: 108.53 (+0.45), VXX: 25.73 (-0.40), UVXY: 15.26 (-0.46), VXZ: 12.49 (+0.07), XIV: 34.63 (+0.54)
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: 18.95 (-0.28), TVIX: 1.73 (-0.06), XVZ: 28.51 (+0.20), VIXM: 60.81 (+0.37), XVIX: 16.69 (+0.26), ZIV: 42.37 (-0.25), VXX: 25.73 (-0.40), IVOP: 38.01 (+0.13), UVXY: 15.26 (-0.46), VIIX: 34.73 (-0.55), CVOL: 0.79 (unch), VXZ: 12.49 (+0.07), VIIZ: 17.14 (+0.03), XXV: 38.28 (+0.02), VIXY: 17.10 (-0.28), SVXY: 67.98 (+1.12), XIV: 34.63 (+0.54)
Profiting From VIX Cycles
Nathan Yates - Seeking Alpha - Mon Oct 20, 7:33AM CDT
Volatility in the financial markets has occasionally been dubbed "The New Normal" (or something similarly frightful) by the business media. This type of declaration typically occurs at the peak of a cycle of volatility, thus implying that...
TVIZ: 18.95 (-0.28), TVIX: 1.73 (-0.06), VIIX: 34.73 (-0.55), XIV: 34.63 (+0.54)