Monday, January 29, 2007

Raymond James: QID or VIX for a Downturn?

Tucked at the very bottom of a Minyanville.com article by Jeff Saut, Chief Investment Strategist of Raymond James, comes this gem:
"...my firm prefers the idea of buying “call options” on the Volatility Index (VIX) as an alternative to buying the QIDs, despite the fact that “longing” the VIX has proved to be a losing strategy over the past few months."

4 comments:

Fontimama said...

It's a pity they don't explain why they prefer the calls on VIX as opposed to QID!!

Bill Luby said...

Now that I've done some searching, I'm guessing, based on comments that go back to 10/06, that the Raymond James position is not so much a bet on a correction as just a play on a historically low VIX. The key quote is, "We also think volatility is currently being under-priced, which is why we continue to recommend going “long” the Volatility Index (VIX). We continue to invest, and trade, accordingly."

Full article at http://www.minyanville.com/articles/index.php?a=11526

Anonymous said...

Hi Bill,

I found your blog quite interesting as I have hardly seen any other blog on VIX. Is there a way to have your RSS feed to OptionPundit? would you like to contribute on OptionPundit?

Best regards,
OptionPundit
www.OptionPundit.net
optionpundit@gmail.com

Bill Luby said...

Just to get caught up on old comments that I let slip through the cracks, I wanted to officially acknowledge that I added a feedburner link of http://feeds.feedburner.com/VixAndMore

...right below the Archive Highlights section. The familiar icon should make it easy to find.

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