tag:blogger.com,1999:blog-897456774486153841.post1301419316405925646..comments2024-03-18T03:31:52.739-07:00Comments on VIX and More: No Fear?Bill Lubyhttp://www.blogger.com/profile/01241003017364820134noreply@blogger.comBlogger12125tag:blogger.com,1999:blog-897456774486153841.post-65280735762698317382007-12-20T10:30:00.000-08:002007-12-20T10:30:00.000-08:00Same thing, but from a different angle. Within the...Same thing, but from a different angle. Within the things I follow, alot of stocks that I think should be reacting to volatility, are not. What to call it? Complacent vol? It does it for me.Charles Butlerhttps://www.blogger.com/profile/00486529931043507880noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-81195927158997829672007-12-20T10:13:00.000-08:002007-12-20T10:13:00.000-08:00An interesting study, Rob. Thanks for sharing it ...An interesting study, Rob. Thanks for sharing it here.<BR/><BR/>Cheers,<BR/><BR/>-BillBill Lubyhttps://www.blogger.com/profile/01241003017364820134noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-24344631469326734282007-12-20T10:09:00.000-08:002007-12-20T10:09:00.000-08:00Bill - Love the blog. Keep up the good work.I did...Bill - <BR/><BR/>Love the blog. Keep up the good work.<BR/><BR/>I did a quick study last night looking at lackidaisical VXO action during sharp market declines that I though you might find interesting. I posted my results here:<BR/><BR/>http://www.themoneyblogs.com/hanna/my.blog/does-the-relatively-low-vxo-during-this-drop-mean-anything.html<BR/><BR/>If the format is coming out screwy you can email me at <BR/><BR/>rob@hannacapital.com<BR/><BR/>and I'll be happy to send you the spreadsheet.<BR/><BR/>Regards,<BR/>RobAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-58699394114993093042007-12-20T08:25:00.000-08:002007-12-20T08:25:00.000-08:00Whoa! Great pic and very timely of you. Looks like...Whoa! Great pic and very timely of you. Looks like he certainly has a future at a hedge fund if he survives that long. If not, he'll be up for a Darwin award ;-)Anonymoushttps://www.blogger.com/profile/08730802172148873452noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-18883558070615719122007-12-19T23:09:00.000-08:002007-12-19T23:09:00.000-08:00Thanks for the comments, everyone. Great stuff al...Thanks for the comments, everyone. Great stuff all around. <BR/><BR/>The only answer I have to all the questions posed is that there is not an equal weighted version of SDS (the equivalent of an inverse 2x of the RSP) that I am aware of.<BR/><BR/>As for everything else, it looks like we'll just have to wait and see. <BR/><BR/>One story I will definitely be watching closely is inverse ETFs as a substitute for a VIX hedge. I guess it's time to check on the QID options volume vs. VIX options volume.<BR/><BR/>Cheers and have fun with the tail end of options expiration week,<BR/><BR/>-BillBill Lubyhttps://www.blogger.com/profile/01241003017364820134noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-52089137599498333052007-12-19T22:57:00.000-08:002007-12-19T22:57:00.000-08:00The values of calls and puts contribute to the lev...The values of calls and puts contribute to the level of the VIX contracts. Remember, it's the sellers of options that define the premium. <BR/><BR/>I believe Jeff is dead on, that some sectors are seeing declining volatility, which should continue as more become aware. I find Bill's link to the zerobeta blog highly insightful. <BR/><BR/>But there has only been two days of eratic VIX behavior.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-59187901703160629932007-12-19T17:46:00.000-08:002007-12-19T17:46:00.000-08:00Pss - Could always make one synthetically using th...Pss - Could always make one synthetically using the SDS premia. Alright, I'm done....Jeff Pietsch CFAhttps://www.blogger.com/profile/08269888170503481402noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-87777470032921540742007-12-19T17:45:00.000-08:002007-12-19T17:45:00.000-08:00Ps - Is there an equal weighted version of SDS out...Ps - Is there an equal weighted version of SDS out there? May be a start in the right direction if the above hypothesis is correct.Jeff Pietsch CFAhttps://www.blogger.com/profile/08269888170503481402noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-80666654878348545302007-12-19T17:38:00.000-08:002007-12-19T17:38:00.000-08:00Maybe its just another symptom of this split marke...Maybe its just another symptom of this split market environment. One population of stocks is doing fairly well, while another suffers considerably. Broad market measure may confuse this underlying action. Additionally, there may be divergent views of the where we are at in the community.Jeff Pietsch CFAhttps://www.blogger.com/profile/08269888170503481402noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-66551650943824353932007-12-19T14:25:00.000-08:002007-12-19T14:25:00.000-08:00Does a spiking VIX always=put buyers only? Does o...Does a spiking VIX always=put buyers only? Does option selling and call buying not affect the VIX by an equal amount?<BR/><BR/>Maybe Bernie was right about the inverse ETF's becoming more popular and liquid as a hedge. If those instruments compete with options--and their activity is NOT included in the Vix-- then perhaps it reduces the validity of the VIX??<BR/><BR/>Baffling.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-1277960011115175162007-12-19T14:14:00.000-08:002007-12-19T14:14:00.000-08:00Interesting, but, is there a way to pick up the nu...Interesting, but, is there a way to pick up the number of dollars coming out of our market, and going overseas??<BR/><BR/><BR/><BR/>MacAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-10653297651232924452007-12-19T14:10:00.000-08:002007-12-19T14:10:00.000-08:00M. Funds , everyone is running for cover,, tons of...M. Funds , everyone is running for cover,, tons of money is going into<BR/>comodities,,, wheat and the like..<BR/>You may have to tweek your toy.<BR/><BR/><BR/>MacAnonymousnoreply@blogger.com