Wednesday, May 16, 2007

Pre-Expiration Links

OK, so links below are not really all about options expiration, but this is expiration week and it’s my blog, so…


dk said...

Trader Mike on contrarian contrarianisms made me laugh. Overthinking indeed. Nice list.

Bill Luby said...

Gracias Señor.

So how long does my honeymoon period last? When do you switch over to asking the tough questions? (Not that I'm encouraging them...)

Anonymous said...

Hey, thanks for the link to ETF Central, I'm glad you found it interesting.

As it just so might happen, I just minutes ago finished a piece on using the VIX (as well as P-C Ratio and Short-Term Trading Index) to generate market signals on the S&P 500 with higher return and lower risk. If you have any ideas on how to adjust the new volatility dynamics in the market, that would be great as well!

-Michael Bommarito

Bill Luby said...

Nice work, Michael. I'm doing some similar work in terms of using the VIX and P/C ratios to time the markets. I may have something to share here in due course.

DISCLAIMER: "VIX®" is a trademark of Chicago Board Options Exchange, Incorporated. Chicago Board Options Exchange, Incorporated is not affiliated with this website or this website's owner's or operators. CBOE assumes no responsibility for the accuracy or completeness or any other aspect of any content posted on this website by its operator or any third party. All content on this site is provided for informational and entertainment purposes only and is not intended as advice to buy or sell any securities. Stocks are difficult to trade; options are even harder. When it comes to VIX derivatives, don't fall into the trap of thinking that just because you can ride a horse, you can ride an alligator. Please do your own homework and accept full responsibility for any investment decisions you make. No content on this site can be used for commercial purposes without the prior written permission of the author. Copyright © 2007-2023 Bill Luby. All rights reserved.
Web Analytics