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
[last updated 10/4/13]