Tuesday, July 7, 2009

Interest in VIX Spikes as Volatility Declines

I was not at all surprised that when the VIX spiked over 80 last October, this blog was the beneficiary of a similar spike in readership. In fact, spikes in visitors to the blog have been highly correlated with the VIX and with various volatility events since the blog was launched in January 2007. This phenomenon is not limited to VIX and More. As a general principle, readership of all sources of financial information tends to increase whenever investor anxiety is heightened and the need for quality information and insight is greatest.

What has surprised me, however, is the magnitude of the persistent interest in the VIX in recent weeks, not to mention the debate caused by the drop in the VIX below the 30 level. Clearly, the VIX is not a one-spike pony and investors have become highly attuned to a more complex dialogue about volatility levels and their implications. This point was brought home dramatically last month when the blog’s readership hit a new high, eclipsing the VIX moon shot mania of October. In the chart below, I have noted the events which have triggered readership to spike above the long-term trend line. As best as I can tell, last month was the first time readership spiked due to concerns about how low the VIX is.

Apparently, the VIX is here to stay. And while I enjoy probing the “…and More” portion of my blogging calling card, I will see what I can do to at least match the volume of VIX posts by the irrepressible Adam Warner at Daily Options Report.

[graphic: VIXandMore]

11 comments:

Anonymous said...

so the spike in visitors based on the bars, is it in 10s, 100s, or 1000s?

Do majority of the traders at Daily Options Report ever do make money? Been tracking some of performances from the blogging there. Just very happy I'm not following their promos of their favorite trades.

Regards, James

Bill Luby said...

Hi James,

No clue about Daily Options Report, though I know Adam, like me, does not like to talk about his own trading. I'm sure the readers run the full range of performance there -- as they undoubtedly do at any blog.

All this has me thinking if the blog readership of a blog that only gave out winning trades would manage to beat the market averages. It's not a sure thing...

As for traffic stats, I was not going to disclose these, but I'm not sure why I am holding back. Last month's 'unique visitors' were about 56,000 and total page views was just under 90,000. Thanks to all who stop by on a regular basis.

-Bill

Anonymous said...

thanks, you one of the best minds in VIX and trading ideas. one of my favorite financial blogs.

keep up with the great work!

James

Anonymous said...

Bill,

Thanks for the details on viewership. I think it's very important to understand how widely your ideas are followed. It goes along with the old adage, that the wider the adoption of a trading strategy, the less effective it may become.

Most appreciative of your insights on VIX and beyond!!

Anonymous said...

I randomly hit this blog (what seemed like) ages ago when the VIX was first approaching its highs -haven't left since.

Anonymous said...

in the category of "and more",
here's an interesting link

http://sentimentrader.blogspot.com/2009/07/battle-of-fear-indexes.html

Artem Dmytrenko said...

wooh.. i seem really cool sentiment indicator :-)

Unknown said...

Great work as usual. On another note, anyone get a feeling of a "black swan" event coming soon? I sure feel it as the world seems to have forgotten late 2008.

Mr. Unexpectedly said...

How about twitter plus general blog awesomeness?

Adam said...

oddly enough my traffic is more correlated to Lenny Dykstra stories.

Anonymous said...

Your VIX will move higher as fear is coming back into the market. The DOW and Emerging Markets will be going through another deflationary scare.

Look at the move in the Yen.

Huge Move in Yen

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