Lately this blog has been unusually quiet, but there is still a lot going on with VIX and More in other locations, with blog content soon to ramp up again to almost daily postings starting next week.
First, for those who may have missed it, Michael Stokes at MarketSci recently ran a three-part series on the VIX and More Stock of the Week ‘Sequential Portfolio,’ which is part of my weekly subscriber newsletter. I posted about the MarketSci review of the SOTW in MarketSci on the Stock of the Week ‘Sequential Portfolio,’ but did not mention two follow-up articles about the SOTW that completed the MarketSci series. The full series is as follows:
- Review of the VIX & More Stock of the Week
- Hedging the VIX & More Stock of the Week – uses a short SPY position to hedge market risk, with impressive results
- Holding V&M’s Stock of the Week for Longer than a Week – looks at a 10-week holding period and does not find persistent outperformance past the initial post-selection week
Before I leave the SOTW, I should note that this week’s selection, Xyratex (XRTX) had a very solid week, recovering from a down day on Monday to post a 10.7% gain for the week. This brings the cumulative performance of the SOTW to +1145% since the March 30, 2008 inception.
In related news, I recently posted my quarterly update to the VIX and More Subscriber Newsletter Blog to summarize enhancements made to the subscriber newsletter during the first quarter and to discuss the results of three model portfolios I maintain, in addition to the SOTW. The news is all positive and is detailed in Newsletter and Portfolio Performance Update for 3/31/10.
I have also posted a quarterly update to the VIX and More EVALS Blog. EVALS is short for ETF Volatility Analysis Long/Short and reflects an approach to trading ETFs that relies primarily on volatility-based signals. For more information, try EVALS Q1 2010 Update.
Last but not least, Monday marked the publication of the second issue of Expiring Monthly: The Option Traders Journal. This electronic magazine has generated a fair amount of buzz and very positive feedback. I have attached a graphic of the Table of Contents for the April issue below. For the April edition, I contributed an article on selling vertical spreads as well as an ongoing graphical look at the options world we call Charting the Market. More information is available at http://www.expiringmonthly.com/.
As an aside, while I still consider myself to be a full-time trader, in my not-so-abundant ‘free’ time I am also rewriting portions of Trading with the VIX: How to Use Fear, Volatility and Sentiment to Enhance Trading. The folks at Wiley have been very patient with this process, but the time has come to step up my efforts to complete the manuscript. I will do my best to keep the new content flowing at VIX and More, hopefully on an almost daily basis, but the book deserves – and will receive – the bulk of my prose attention going forward.
For more on related subjects, readers are encouraged to check out:
- MarketSci on the Stock of the Week ‘Sequential Portfolio’
- Expiring Monthly: The Option Traders Journal Launches Today
[source: Expiring Monthly]
Disclosure(s): I am one of the founders and owners of Expiring Monthly