Tuesday, January 25, 2011

Expiring Monthly January 2011 Issue Recap

A reminder that the January issue of Expiring Monthly: The Option Traders Journal was published yesterday and is available for subscribers to download.

In this month’s feature section, the contributing editors reflect on key developments across the options landscape in 2010 and venture forth with predictions for the coming year in subjects ranging from macroeconomic issues to new products to the state of volatility.

This month there are two interviews, presumably following a surprise 2-1 split of the original interview feature. Mark Sebastian interviews author Sergey Izraylevich, whose recent book, Systematic Options Trading, is, as the title suggests, a comprehensive review of a systematic approach to trading options. Also, Jared Woodard sits down with Robert Krause and Charles Barwis of The Volatility Exchange, a new exchange dedicated to realized volatility contracts for currencies, equities, commodities and interest rates whose first products will be launched on February 7th.

The full slate of articles is captured in the table of contents below, but for those who are volatility fanatics, I feel obliged to point out that Jared Woodward talks five different approaches for forecasting SPX volatility in 2011. Also, guest author Chris McKhann of optionMONSTER delves into some of the nuances of volatility in calendar spreads.

I penned (keyboarded?) two articles for the January issue. The first of these details my thoughts on the options space in 2010 and includes a slew of predictions for 2011. The second article is the conclusion of a two-part series about tweaking a “Swan Catcher” model I introduced last month. The intent of the Swan Catcher is to a position that should profit from extreme moves in the market, without losing too much money while one waits for these events to occur.

For those who are interested in subscription information and additional details about the magazine, you can find all that and more at http://www.expiringmonthly.com/.

Related posts:

[source: Expiring Monthly]

Disclosure(s): I am one of the founders and owners of Expiring Monthly; optionMONSTER is an advertiser on VIX and More

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