Comments on VIX and More: VIX Surfing Down the Moving Average Channel

Hi Priyanka,Thanks for the reminder. Assuming vol...

2008-07-29T11:58:00.000-07:00

Hi Priyanka,

Thanks for the reminder. Assuming volatility news doesn't get in the way, I will dive into your question starting tomorrow and then get into a broader discussion of implied volatility and historical volatility soon thereafter.

Cheers,

-Bill

Hullo, you never answered the question!

2008-07-28T14:17:00.000-07:00

Hullo, you never answered the question!

Hi BillThat will be really good. Will keep checkin...

2008-05-24T00:12:00.000-07:00

Hi Bill

That will be really good. Will keep checking your blog for the post.

Hi Priyanka,This is an excellent question -- and o...

2008-05-22T06:33:00.000-07:00

Hi Priyanka,

This is an excellent question -- and one that deserves a full post to explain my thinking. Look for a detailed commentary on this soon.

I will clarify the matter as best as I can, but you raise some of the same questions I had when I first started studying the VIX.

Cheers,

-Bill

HiI had a basic question and thought this would be...

2008-05-22T01:51:00.000-07:00

Hi

I had a basic question and thought this would be the best place to ask it. Isn't Implied Volatility a function of the size of
the move, rather than direction? So why is VIX more commonly referred to as a fear index if high VIX can imply movements in both directions? I mean- HOW and exactly where does the direction get factored into VIX? Would greatly appreciate absolutely any clarity on this:-)

Priyanka

Hi Bill,Always good to hear from you, even if it i...

2008-05-07T11:10:00.000-07:00

Hi Bill,

Always good to hear from you, even if it is just to grab my lob pass and slam it home.

Portfolio A1 is not one of the four model portfolios that track in the newsletter (those are Aggressive Trader, Growth, Foreign Growth, and Stock of the Week), but I did want to periodically update its performance here. I was going to do it monthly, but then decided on a whim to do it quarterly.

Since you asked, Portfolio A1 is up 20.92% since the 2/16/07 inception, versus a 2.56% decline in the SPX during the same period...so I am happy with the performance. YTD it is down 0.84%, but that is better than the -3.4% so far in the SPX.

Right now the portfolio holds TBSI, MOS, PQ, WRLD and BRP.

Cheers and good trading/blogging,

-Bill

Geez, a VIX moving lower. Who'd have blogged that...

2008-05-07T10:59:00.000-07:00

Geez, a VIX moving lower. Who'd have blogged that?

BTW I miss your portfolio updates. Saving that for the newsletter customers?