Tuesday, February 23, 2010

Two Must Read Blogs for Volatility Aficionados

Lately I have been a little light on posting due to various commitments that have kept me fully occupied. While I intend to start ramping up my posting frequency to previous levels, this seems like a good opportunity to highlight two relatively new bloggers who are serving up some excellent insights into volatility.

On the scene since last July is SurlyTrader, whose bio indicates a specialty in trading derivatives. This blog should probably be listed in my Favorite Options Blogs blogroll, but because of the breadth of the subject matter covered, I have elected to included the not-so-surly-one in my list of Other Blogs I Frequent. If today’s What Influences Volatiilty? does not make you an immediate fan, I’d be shocked.

A more recent entrant to the options blog scene is Volatility Square. Launched earlier this month, the new blog on the block immediately won me over with topics that are close to my heart, such as the recent VIX Fair Value Model.

For some reason, options blog seems to have a very short half-life. I’m hoping these two stick around for a long time.

For more on related subjects, readers are encouraged to check out:

Disclosures: none

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