Sunday, December 28, 2008

End of Year Volatility Links

Now that the VIX is down more than 50% from its October peak, it seems as if everyone wants to talk about the VIX and volatility.

So…for the last time in 2008, here are some of the recent posts from around the blogosphere (with a heavy volatility flavor) that I have been chewing on for the past week or so:

…a series of posts triggered by a Bloomberg article by Jeff Kearns and Michael Tsang’s VIX Fails to Forecast S&P 500 Drop, Loses Followers:

…and VIX and More’s first mention in Barron’s:


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