Some interesting comments and mail have been coming over the transom lately and I thought I’d address a couple of these in public.
There have been a couple of questions about VIX futures. I have not traded them to date, but it is something that I will definitely play with in the coming year. Even though I do not trade them, I certainly watch VIX futures closely, particularly the spread between the front month and the six month futures. Anyone interested in getting a sense of my emerging thinking in this area should check out posts with a VIX futures label. Also, note that the fifth and sixth links from the top in the “VIX and Sentiment Links” in the upper right hand corner of the blog both concern VIX futures.
Straying only a little from VIX futures, someone mentioned VXV, a new product from the CBOE which was launched on Monday and calculates the three month implied volatility in the SPX. The VXV may provide an interesting contrast to the one month IV in the SPX that is reflected in the VIX. I will certainly be taking a close look at the VXV and post my thoughts about it in short order.
Another reader asked if there is any way to invest in the cash or spot VIX directly. Unfortunately, the answer is no, though it is possible that a VIX ETF may be on the horizon. Some technical aspects of creating a VIX ETF (or ETN) are fairly daunting, but given the demand for volatility products, I would expect that it is only a matter of time before we see the launch of at least one volatility ETF.
Finally, one question concerned whether it is possible to replicate the spot VIX by buying a basket of delta-hedged SPX options to essentially re-create how the VIX is calculated. This is certainly possible, if a little complicated. A simpler approach would be to use SPX or SPY options, where you could go long or short volatility with straddles and strangles. If you prefer to hedge your short volatility positions, as I do, you might want to stick to butterflies and condors.
I had heard a lot about Willpower show and searched all over the internet to find an article on it. I accidentally came across this article and I found it to be helpful. Thanks a lot for.bus rental Seattle
ReplyDeleteIt is a good post ,I like so much .I also hope you can let me know more about your news. I will come to see if you have new post every day.legal recruitment
ReplyDeletePlay deadwalk the last war, new game android and ios, is sponsored by the special software I found. I just play this game about a week ago and search to find some tools for it. And now I can get free gems arbitrarily by use.vendor management software
ReplyDeleteI simply want to tell you that I am new to weblog and definitely liked this blog site. I have been meaning to write something like this on my website and you have given me an idea.patent service usa
ReplyDeleteIt was wondering if I could use this write-up on my other website, I will link it back to your website though.Great Thanks.send money abroad
ReplyDeleteThat was bit funny conversation. I could get an interesting topic to read through this article.High PR Blog Comments.funny bow ties
ReplyDeleteIt's really beautiful work.Thanks for this kind of stuff.I mean I am totally impressed. Hope to see more updated work here. I have to say, it is very informative.cleaning kitchen hoods
ReplyDeleteYou're in point of fact a just right webmaster. The website loading speed is amazing. It kind of feels that you're doing any distinctive trick.Prescription Drug Prices
ReplyDeleteWow! Such an amazing and helpful post this is. I really really love it. It's so good and so awesome. I am just amazed. I hope that you continue to do your work like this in the future also.compare conveyancing
ReplyDeleteBuddhist tenets say that all things are impermanent, and fire can be a great teacher in that," said Alec Henderson, a former defense attorney from Los Angeles who forswore material wealth to take up the Zen creed of "one robe, one bowl.80s Clothing
ReplyDeletePretty good post. I just stumbled upon your blog and wanted to say that I have really enjoyed reading your blog posts. Any way I’ll be subscribing to your feed and I hope you post again soon.international money transfer services
ReplyDeleteI really enjoyed reading on this article. I hope that other readers will also experience how I feel after reading your article. Thank you so much.cat 7 cable bulk
ReplyDeleteUtilizing kudos for people being able to help webpage you will have extremely happen to be earning. I saw it shied out earning feed-back mainly because current information have approximately now.janitorial cleaning services hamilton
ReplyDeleteThanks a lot for the post. It has helped me get some nice ideas. I hope I will see some really good result soon.oven cleaning
ReplyDeleteYou experience a prolonged continuous hiccup? soon obati with the drug Prolonged Continuous Hiccups of our products i.e.room scheduling software for hotels
ReplyDeleteThanks for this great post, I find it very interesting and very well thought out and put together. I look forward to reading your work in the future.paris escort
ReplyDeleteThank you for benefiting from time to focus on this kind of, I feel firmly about it and also really like comprehending far more with this particular subject matter. In case doable, when you get know-how, is it possible to thoughts modernizing your site together with far more details? It’s extremely useful to me.office scheduling software
ReplyDeleteThis comment has been removed by the author.
ReplyDeleteIt is very true, people must learn how to learn before they can learn. loll i know it sounds funny but its very true.Luxury Limo Rental Atlanta
ReplyDeleteThis content is simply exciting and creative. I have been deciding on a institutional move and this has helped me with one aspect.port dover real estate
ReplyDeleteEggs with the writers Robin Amos Kahn and Gary Richards and director Matthew Penn to discuss the upcoming production,minneapolis wordpress help
ReplyDeleteIt was wondering if I could use this write-up on my other website, I will link it back to your website though.Great Thanks.breast augmentation dallas
ReplyDeleteI really love to read this post and I am glad to find your distinguished way of writing the post. Thanks and Regards.mtn data plans
ReplyDeleteI really love to read this post and I am glad to find your distinguished way of writing the post. Thanks and Regards.www.funwirks.com/couples-costumes.html
ReplyDeleteThis content is simply exciting and creative. I have been deciding on a institutional move and this has helped me with one aspect.4 types of trees on long island - tree removal long island
ReplyDeleteI would love to stop by. But, I think it might have to wait until this summer. I did not know that Serlkay had ever expanded its size. I must say that a succesful family owned business in this.hapartments for sale in hyderabad
ReplyDeleteThank you for some other wonderful post. Be Yourself Quotes Where else may just anybody get that type of info in such an ideal way of writing? I have a presentation subsequent week, Quotes About Myself and I am on the search for such info. Believe in Yourself Quotes Thank you for your post, I look for such article along time, today i find it finally. this post give me lots of advise it is very useful for me.
ReplyDeleteRegular practise and careful playing is required to be able to convey and evolve the different themes, rewarding you with that intimate instrument connection that we musicians lust for.tree removal in long island
ReplyDeleteWithout anyone visitors seeking news or information as above, a website will be empty of visitors and there is no point at all.can get diseases
ReplyDeleteIt was a great post, I love such kinds of post ever, I got many things from your lovely post, thanks for sharing.
ReplyDeleteGet my website here free instant Car Insurance
This is a superb and great blog. I really loved reading your blog. Thank you very much for for your great information. Great article.keep up the good writing. Really good post.
ReplyDeletehttps://www.bharattaxi.com
I really enjoyed reading this post, big fan. Thanks for sharing valuable information to us. Keep up the good work W88asia
ReplyDeleteVery meaningful & well defined blog. willing to see more like this.
ReplyDeleteThank you for such a detailed and helpful post. Your generosity is so refreshing.
ReplyDeleteReally helpful article. Great share
ReplyDeleteVixari Tripod- VOVO
This is great and awesome post. Nice post! I really appreciate to read the post. Thanks for the effective information.
ReplyDeletehttps://www.bharattaxi.com
I have bookmarked your website because this site contains valuable information in it. I am really happy with articles quality and presentation. Thanks a lot for keeping great stuff. I am very much thankful for this site Windows 10 All in One Dec 2018 Free
ReplyDeleteWindows 10 19H1 Free Download
Windows 10 Gamer Edition 2018 Free
Windows 10 Enterprise 2019 LTSC with Office 2019 Free
Windows 10 professional 32bit Free
Windows 8 iso Free
ReplyDeleteShen Tong studied at Peking University. Shen Tong moved to New York in the year 2000 with intentions of focusing exclusively on business in order to make an impact.Shen Tong started Food-X and FoodFutureCo in New York where he has plenty of known commercial investments that have an impact. Shen Tong has also been serving on the board of Food Tank since 2015
Besides being a big-time film buff,Shen Tong
is also a writer, entrepreneur, angel investor.
Shen Tong
ReplyDeleteis also a writer, entrepreneur, angel investor.Shen Tong is also the founder of Vfinity which develops software tools for web applications, media distribution etc. Shen Tong
is extremely popular for his promotion of ‘context media’ essentially because of his speech at a supersession of National Association of Broadcasters in Las Vegas.
Shen Tong
is a lead investor who provides senior management in investment in bookstore and publishing in Beijing.
I feel firmly about it and also really like comprehending far more with this particular subject matter. In case doable, when you get know-how. I am just amazed.
ReplyDeleteIt is a good post ,I like so much .I also hope you can let me know more about your news. I will come to see if you have new post every day.
ReplyDeleteExcellent Great, such a great resource that you are providing and you give it away for free. I was wondering how to cure acne naturally. Great & informative blog, Thanks.
ReplyDeleteStudy Abroad Pakistan is continuously working with top ranked universities for international students at various levels who update us on current and upcoming programs with curriculum and future potential.
Thank you for such kind of great information. one way drop taxi
ReplyDeleteI delight in, lead to I found just what I used to be taking a look for. You have ended my 4-day long hunt! God Bless you, man. Have a great day.
ReplyDeleteJaipur Sightseeing Tour by car
What a great content! I found your blog on google and loved reading it greatly. It is a great post indeed. Much obliged to you and good fortunes. keep sharing.
ReplyDeletelatest heart touching status
Best blog ever thank you. If you want windows 10 activator then please visit my website.
ReplyDeleteThank you for this best blog. If you are looking for one of the best distant healing
ReplyDeletethen please visit my website.
A great website with interesting and unique material what else would you need. Please visit Intego Internet Security
ReplyDeleteGreat site you have got here.. It's difficult to find excellent writing like yours these days.
ReplyDeleteI seriously appreciate individuals like you!
Take care!
I my miss girfriend
ReplyDeleteplease tell me the solution.
"
Here are too many websites that are providing resume reviews services but top resume writing services
ReplyDeleteare famous for quality.
Best and informative blog. Thank you for sharing this useful information. Love you admin.
ReplyDeletetop resume writing services
We are high way drop taxi. We provide low cost one way drop taxi service. We give assurance for your safe and comfort ride of your travel.
ReplyDeleteWe are low cost web design company. we design any type of website at low cost. also we do other services like Digital marketing, Mobile App design, Graphic design works at low cost.
ReplyDeleteNeeo Messenger is a multipurpose free chat application that caters to all new generation communication features. Neeo Messenger is a fast, simple, and most secure messaging app with an HD video calling feature. It’s a real-time chat translator that allows users to translate chat & audio conversations in more than 100 languages. By using Neeo messenger a user can also find the nearby Neeo users.
ReplyDeleteA very awesome blog post. I am really grateful for your blog post. I found a lot of approaches after visiting your post.Thank you
ReplyDeletecement compressor