September Expiration Links

I have been largely out of pocket this week, but thanks to my feed reader have been able to keep on top of market developments.

I was going to skip the almost-weekly links post this week, but once again, there has been so much excellent content lately that it seemed a shame not to share some of it.

Two quick disclaimers:

1. I give preference to material that focuses on the VIX and volatility, options, market sentiment, and ETFs
2. While I do not have a bearish bias at the moment, I do find many of the posts with a bearish lean to be more interesting reading

…and on to the links:

• CBOE Volatility Index (VIX) – Implied Volatility, Options Skew, IV30, IV60 at the Crash of 2008 (Livevol)
• Settlin’ Them VIX Options (Tyler Craig, Know Your Options)
• PutCall Ratio – A Blunt Tool (Wayne, Sigma Options)
• Reversion from the Mean (Adam Warner, Daily Options Report)
• The 2009 Rally: Breadth Without Compare (Rob Hanna, Quantifiable Edges)
• The Chinese Silver Download Experience (Gregor MacDonald)
• Baltic Dry Index, Lowest Since May (Peter Boockvar, The Big Picture)
• Making a Case for a Housing Bottom…as Late as 2013 (Dr. Duru)
• Our Asset-Backed Economy (Tim Iacono, The Mess That Greenspan Made)
• What Economists Believe (Grew Mankiw)
• Thorny Questions (Jeff Miller, A Dash of Insight)
• Scott Sumner on the Fed’s Mistakes (James Hamilton, Econbrowser)
• The U.S. Dollar and the Carry Trade Made Simple (Brett Steenbarger, TraderFeed)
• QLeverageSim 1.3 Released (Kevin, Quantum Fading)
• How Quantum Probability Theory Could Explain Human Logical Fallacies (MIT Technology Review)