The Post of the Month: An Informal History of VIX and More
From time to time I like to look back in the archives of VIX and More to see what I was blogging about during certain past events and to see what issues readers were latching on to. In doing so, it occurred to me that it would be possible to assemble an informal history of VIX and More – and of volatility events in general – by capturing for posterity the most popular post for each month in the blog’s history.
When I redesign the blog, this list will have a permanent home, but for now readers may be interested in reviewing the most read posts for each month this blog has been up and running:
2007
January: What My Dog Can Tell Us About Volatility
February: Four Ways to Play VIX Options Following a Record 64% Move to 18.31
March: A Sentiment Primer (Long)
April: The McClellan Summation Index
May: How to Find the Spiker Before the Earnings Announcement
June: CBOE Put to Call Ratio Poised to Print Warning
July: Using the VIX as a Timing Tool for the SPY
August: Drilling Down on Sector Performance
September: VIX Futures and Recent Market Action
October: Correlation Ideation
November: Brian Overby on Trading VIX Options
December: Thinking About the VXV
2008
January: The Fallacy of the Bearish First Five Days
February: The VIX, VXV and Volatility Expectations
March: Volatility History Lesson: 1987
April: Ten Things Everyone Should Know About the VIX
May: Strong Bear Signal from VIX:VXV Ratio
June: SPY Put Volume Study
July: CBOE Launches “Oil VIX” (OVX)
August: Overview of the U.S. Volatility Indices
September: VIX Spikes and the 2002 Market Bottom
October: VXO Chart from 1987-1988 and Explanation of VIX vs. VXO
November: Prediction: Direxion Triple ETFs Will Revolutionize Day Trading
December: Watch the Baltic Dry Index in 2009
2009
January: Chart of the Week: Change of Trend in Cash Holdings?
February: Regional Banks in Trouble
March: The Possibility of a ‘Stealth Bottom’
April: Lost in Translation: VXX and VXZ
May: Lagging Semiconductor Index Suggests Caution
June: Chart of the Week: Might Recent Volume Bottom Doom Stocks?
July: Triple ETF Options Landscape
August: SPX 15% Over 200 Day Moving Average for First Time in Ten Years
September: Draft Trader Stage Development Model
October: Trader Stage Development Model – Version 2.0
November: Best Article on Dubai Debt Problem and Related Issues I Have Seen Yet
December: New Dr. Brett Series on Lessons for Developing Traders
2010
January: Chart of the Week: VXX Celebrates One Year of Futility
February: Mamis Overbought-Oversold Indicator
March: Some Favorite ETF Sites
April: Short-Term and Long-Term Implications of the 30% VIX Spike
May: Rule of 16 and VIX of 40
June: The Elusive Trading Range
July: VIX Futures Contango Bubble
August: Three Books for Approaching Behavioral Finance
September: The Education of a Trader
October: VIX Sets Two New Records
November: Measuring the Pullback
December: VIX and the Week Before Christmas
2011
January: The Year in VIX and Volatility (2010)
February: Chart of the Week: Flight to Safety ETPs
March: Fukushima Daiichi and 'Event Theta'
April: Initial Thoughts on Using the iPad for Trading
May: SPX Pullback History, 2009-2011
June: Economic Data vs. Expectations and Stock Prices
August: VIX Term Structure Evolution Over Last Ten Days
September: Front Two Months of VIX Futures Slip Back Into Contango
October: Shrinking VIX Macro Cycles
November: New VIX Backwardation Record
December: December Is the Cruelest Month...for the VIX
2012
January: Five Years of VIX and More
February: Volatility Becomes Unhinged on Friday
March: Dynamic VIX ETPs as Long-Term Hedges
April: The Case for Selling Apple Puts
May: A Million SPX Put Contracts Traded Today...a Contrarian Timing Signal
June: Tracking the Fall in VIX Futures
July: Chart of the Week: VIX Reversal Signal Coming Soon?
August: How Can the VIX Be 14 and Lower Than VIN and VIF?
September: Updating the Legacy of Post-2009 Corrections
October: Ratio of VIX to Realized Volatility Higher Than Any Year Since 1996
November: How High Might the VIX Spike?
December: Volatility During Crises
2013
January: VIX ETP Performance in 2012
February: All-Time VIX Spike #11 (and a treasure trove of VIX spike data)
March: The Low Volatility Story in Pictures
April: Four Years of SPX Pullbacks in One Plot
May: The Fed, QE, the Economy and Goldilocks 2.0
June: The Currency Carry Trade, DBV and Risk
July: Charting the Recent Decline of the BRIC Components
August: SPX Pullback Table: The Fall from 1709
September: Revisiting the VIX:VXV Ratio
October: Event Risk, Event Theta and the Next Week
