Bloggers on Volatility
In the last day or so I have noticed quite a few excellent posts on volatility and related subjects from various corners of the blogosphere. Some of my favorites, in case anyone missed them:
- Moderators of Daily Follow Through MR: Volatility (Part 1 of 3) (David Varadi, CSS Analytics)
- Volatility Tracker: Skewed Returns (Jared Woodard, Condor Options)
- Relative Put/Call Reading on Friday is Lowest Ever (Rob Hanna, Quantifiable Edges)
- Mmmm BEP (Adam Warner, Daily Options Report)
- Futures Options – A Bit Different, Futures Options - Part 2, Futures Options Part 3 (Sigma Options)
- Strangling Gold (Tyler Craig, Know Your Options)
- A Simplified Method for Buying Portfolio Insurance (Mark Wolfinger, Options for Rookies)
- Historical Data Randomization Using the Frequency Domain (Preview) (Kevin, Quantum Fading)
- Producer Price Index Volatility Going Back to 1930, 1947 (BLS) (Distressed Volatility)
3 comments:
Nice links. It would be great if there was trading site similar to digg.com where bloggers can submit their posts, and readers bump up the good ones.
http://twocents.blogs.com/weblog/2009/08/sentiment-update.html
The percentage of stocks that are trading above their 200 day moving average reached over 90.9%, the second highest reading since these statistics were recorded in 1986. The all-time high for this statistic was 94.6% near the beginning of 2004. The stock markets continued to go higher for about 2.5 months before any meaningful correction took place in the U.S. stock markets in 2004. Based on this, Dow 10000 is likely to exceeded by October 2009.
Post a Comment