Monday, October 31, 2011

Recent Thoughts on the VIX

The VIX and More blog has been quiet for a while as I enjoyed some vacation time and family time. Of course it always seems that when I take some time off the VIX decides to do something extreme and this time around it was no exception.

While I am about to return to writing regularly in this space going forward, I did want to remind readers that no matter how active the blog is, I am always sharing my thoughts on the VIX and volatility on a weekly basis in the VIX and More subscriber newsletter (which is available with a 14-day free trial) and also in more in-depth feature articles in Expiring Monthly: The Option Traders Journal. Back in July I made some changes to the newsletter to place more emphasis on the VIX exchange-traded products and using the VIX futures term structure to enhance trading strategies.

Expiring Monthly continues to be where I publish my extended thinking on volatility. Last week we published the October edition of the magazine and in it was my latest, Investing Implications of the VIX Term Structure. This article actually built on one of my pieces from the September issue of Expiring Monthly: Trading the Expanding VIX Products Space.

Since I last recapped the Expiring Monthly content in May, I have also authored the following articles for the magazine:

  • VIX Convexity (June)
  • Crises, Event Theta and Risk Assessment (July)
  • Volatility During Crises (cover article for August)
  • A History of VIX Futures Roll Yields (September)

There was a time that I felt that if I did not offer my thoughts on the VIX, the subject would probably be ignored. Now I am delighted to say that there are a number of others who have taken up the cause to provide regular analysis and commentary on the volatility space. Going forward, this gives me more freedom to touch on a wider variety of issues across the investment landscape, but rest assured, the VIX and volatility will always be at the core of my thinking.

Related posts:


Disclosure(s): I am one of the founders and owners of Expiring Monthly

Posted by Bill Luby at 10:36 AM

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