Hack The Market With Math
Harry Long - Seeking Alpha - Thu Mar 03, 1:30PM CST
Because this strategy index uses potentially explosive instruments with almost unlimited tail-risk, this strategy index is far from my favorite. However, I think that it is important to study the results in order to see a hard-hitting example of...
SPXU: 30.05 (+0.01), TVIX: 5.21 (-0.03), TMV: 21.68 (-0.01)
Black-Scholes Pricing Model: Is The Hedging Argument Correct?
Vincenzo Callocchia - Seeking Alpha - Fri Feb 19, 3:14PM CST
Black-Scholes Pricing Model: Is the Hedging Argument Correct? Preface Many are familiar with the works of Myron Scholes and Fisher Black in the late 1970s. Their contributions revolutionized the way we price options. Out of the many sections...
TVIZ: 14.56 (+0.90), VXUP: 7.14 (+0.20), TVIX: 5.21 (-0.03), VIXM: 55.91 (+0.19), XVIX: 15.79 (unch), VXX: 19.30 (-0.11), IVOP: 37.79 (-0.20), UVXY: 23.33 (-0.25), VXZ: 11.54 (+0.07), CVOL: 0.41 (+0.01), XIV: 23.69 (+0.10), SVXY: 46.29 (+0.24), XVZ: 26.75 (+0.10), ZIV: 38.45 (-0.29), VIIX: 26.12 (-0.11), VIIZ: 15.96 (-0.23), VXDN: 7.43 (-0.57), XXV: 37.83 (-0.38), VIXY: 12.79 (-0.07)
Market Fears Flare Up: Volatility ETFs on Edge
Sweta Killa - Zacks Investment Research - Mon Jan 18, 8:53AM CST
The start of the New Year has been brutal for the global stock market with volatility levels at scary heights.
VXUP: 7.14 (+0.20), TVIX: 5.21 (-0.03), VXX: 19.30 (-0.11), UVXY: 23.33 (-0.25), VIIX: 26.12 (-0.11), CVOL: 0.41 (+0.01), VIXY: 12.79 (-0.07)