Saturday, March 3, 2012

Recent Research Projects and Expiring Monthly

It occurred to me than in a recent post, Five Years of VIX and More, I neglected to mention my contributions to Expiring Monthly: The Option Traders Journal, where I tend to publish some of my proprietary research and analysis in a somewhat longer form (1000-4000 words) than I do in this space.

Rather than my typical screen shot of the table of contents and some brief comments on what I have been thinking about and writing for the magazine as of late, I thought that as the second year of Expiring Monthly has just concluded, it might be interesting to list all the titles of the 42 articles I have written for the magazine to give readers a sense of some of my more detailed research interests.

Accordingly, the graphic below lists all the articles I have written for Expiring Monthly in chronological order, up to and including Calculating the Future Range of the VIX, which was part of the February 2012 issue that was published last week.

I recently republished The VIX-VXX Minotaur Trade, which first appeared in the December 2010 edition of Expiring Monthly, in this space. The Education of a Trader, which also originated at Expiring Monthly in our editorial Back Page column, was republished here as well. Going forward, I think I will start pulling additional articles from the Expiring Monthly archives (perhaps 1-2 articles per year that are at least one year past publication) and see if they can find a wider audience here. Given all the recent interest in hedging, something like Cheating with Partial Hedges is certainly a candidate for finding its way onto these pages.

More information on prior issues can be found by following all the posts tagged herein with the Expiring Monthly label.  For those who are interested in subscription information and additional details about the magazine, you can find all that and more at http://www.expiringmonthly.com/.

Related posts:

Disclosure(s): short VXX at time of writing; I am one of the founders and owners of Expiring Monthly

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