tag:blogger.com,1999:blog-897456774486153841.post3480933070290221954..comments2024-03-29T03:46:10.767-07:00Comments on VIX and More: VIX Surfing Down the Moving Average ChannelBill Lubyhttp://www.blogger.com/profile/01241003017364820134noreply@blogger.comBlogger7125tag:blogger.com,1999:blog-897456774486153841.post-63177310243897435382008-07-29T11:58:00.000-07:002008-07-29T11:58:00.000-07:00Hi Priyanka,Thanks for the reminder. Assuming vol...Hi Priyanka,<BR/><BR/>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.<BR/><BR/>Cheers,<BR/><BR/>-BillBill Lubyhttps://www.blogger.com/profile/01241003017364820134noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-86968588480062429052008-07-28T14:17:00.000-07:002008-07-28T14:17:00.000-07:00Hullo, you never answered the question!Hullo, you never answered the question!Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-86337854023128122452008-05-24T00:12:00.000-07:002008-05-24T00:12:00.000-07:00Hi BillThat will be really good. Will keep checkin...Hi Bill<BR/><BR/>That will be really good. Will keep checking your blog for the post.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-82907825944078306942008-05-22T06:33:00.000-07:002008-05-22T06:33:00.000-07:00Hi Priyanka,This is an excellent question -- and o...Hi Priyanka,<BR/><BR/>This is an excellent question -- and one that deserves a full post to explain my thinking. Look for a detailed commentary on this soon.<BR/><BR/>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.<BR/><BR/>Cheers,<BR/><BR/>-BillBill Lubyhttps://www.blogger.com/profile/01241003017364820134noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-85109600824969614632008-05-22T01:51:00.000-07:002008-05-22T01:51:00.000-07:00HiI had a basic question and thought this would be...Hi<BR/><BR/>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<BR/>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:-)<BR/><BR/>PriyankaAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-30815318803194506652008-05-07T11:10:00.000-07:002008-05-07T11:10:00.000-07:00Hi Bill,Always good to hear from you, even if it i...Hi Bill,<BR/><BR/>Always good to hear from you, even if it is just to grab my lob pass and slam it home.<BR/><BR/>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. <BR/><BR/>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.<BR/><BR/>Right now the portfolio holds TBSI, MOS, PQ, WRLD and BRP.<BR/><BR/>Cheers and good trading/blogging,<BR/><BR/>-BillBill Lubyhttps://www.blogger.com/profile/01241003017364820134noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-61251115227014424562008-05-07T10:59:00.000-07:002008-05-07T10:59:00.000-07:00Geez, a VIX moving lower. Who'd have blogged that...Geez, a VIX moving lower. Who'd have blogged that?<BR/><BR/>BTW I miss your portfolio updates. Saving that for the newsletter customers?nodoodahshttps://www.blogger.com/profile/05324705536306995431noreply@blogger.com