Monday, January 21, 2013

New Updates for Newsletter and EVALS

This is a quick update to let readers know that I have recently posted detailed updates for the VIX and More Subscriber Newsletter as well as for VIX and More – EVALS, which is essentially a model portfolio based on VIX exchange-traded products that complements the newsletter.

Launched in March 2008, the VIX and More Subscriber Newsletter is published weekly and provides general market commentary, an asset class outlook and an explanation of my current investment thesis, as well as a more detailed analysis of market sentiment, volatility, the VIX futures term structure, and trading opportunities in the volatility space. Over the course of the past year or two, there has been an increased emphasis on various ways to trade the VIX ETPs, including the use of several proprietary indices to evaluate the timeliness of selected trading approaches. One feature that has been popular since the launch of the newsletter is the Stock of the Week. In the Q3 Newsletter Update I discussed the Stock of the Week selection process in some detail; in the recently completed Q4 Newsletter Update, I elaborate on the performance of the Stock of the Week in 2012 (up more than 100%) and also talk about four proprietary indices I use to evaluate the timeliness of selected VIX ETP trading strategies.

VIX and More EVALS was re-launched in November 2011 as a model portfolio that trades the VIX ETPs and a handful of other ETPs with a volatility component. The EVALS Q4 Update details performance data, risk-adjusted performance data, trading data, etc. for a model portfolio that posted a gain of 62% in 2012. Additional information can be gleaned from the EVALS One-Year Summary and Performance Update, as well as previous posts, such as EVALS Relaunches, Now Focusing on VIX Exchange-Traded Products.

In keeping with tradition, my intention is to limit the content related to the newsletter and EVALS in this space and encourage readers who are interested in additional details and subscription information to check out:

Related posts:

Disclosure(s): none

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