VIX and More: Cherry Picking Other Opinions…and an Occasional Fact

Thursday, March 22, 2007

Cherry Picking Other Opinions…and an Occasional Fact

The current installment of my survey of recent comments about life on the fringe of the VIXiverse and beyond:

Mebane Faber of World Beta with an interesting look at mean reversion (a tip of the hat to CASTrader.com)
Bernie Schaeffer of SchaeffersResearch.com with a deep dive on put to call ratios
Adam Warner of Daily Options Report commenting on the rarity of the VIX falling 20% below the 10 day SMA (I get specific in his comments section and will talk in more detail about this in VIX and More soon)
Philip McDonnell of Daily Speculations on a high variability distribution model for security prices
Bill Rempel has some thoughts (buried toward the bottom of the comments) on how the VIX might be decomposed and better modeled (I’ll offer more on some of this thinking in due course)
…and my favorite end of day commentary, The dk Report, is back up and running.

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Thursday, March 22, 2007

Cherry Picking Other Opinions…and an Occasional Fact

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