Thursday, December 29, 2011

Top Posts of 2011

It seems hard to believe, but next week I will celebrate the fifth year anniversary of my first post (VIX and More: An Introduction) at VIX and More. Traditionally I have set aside some time at the end of the year to recognize the top 25 most read posts for archival purposes and as a proxy for how well some of what I have written has resonated with a broad base of readers. For the record, each year I also attach the hall of fame label to a handful of posts that I believe have particularly compelling and/or original content, regardless of readership.

Looking at the top posts of the year below, this is the first year there has been a strong representation from shorter more Twitteresque posts, with a diminution of the long-winded more academic research pieces that have populated these lists in past years. Part of this is no doubt due to timing. By way of illustration, when the VIX is over 40, pretty much anything I post is going to attract a wide audience of people who want to know how to interpret recent market moves and understand the implications for the direction of stocks and volatility going forward. On the other hand, when I write one of my better thought pieces and the VIX is at 14, it is sometimes a struggle for that post to find a broad audience.

Another theme I noticed this year is that the list is heavier than usual on the VIX, VIX-based exchanged-traded products and volatility subjects. In previous years I have enjoyed straying for the central themes of this blog and have used features such as the Chart of the Week (discontinued in February when my blogging took a back seat to family matters, but likely to return in 2012) as an excuse to focus on a broader basket of investment themes.

This year has been a target-rich environment in the volatility space and I hope I have been able to expand the knowledge base of those who visit here on a regular basis. Thanks to all whose efforts have contributed to making VIX and More what it is and best wishes for a healthy, happy and prosperous 2012.

  1. VIX Term Structure Evolution Over the Last Ten Days
  2. VIX Suggests Investors Don’t Believe Rally Is Sustainable
  3. Shorting VXX and Long XXV or XIV
  4. The Year in VIX and Volatility (2010)
  5. VIX Backwardation Commentary
  6. Echo Volatility and Another VIX Double Top
  7. Managing Risk with a Short VXX Position
  8. S&P 500 Index 20-Day Historical Volatility Hits 39-Year Low
  9. Front Two Months of VIX Futures Slip Back Into Contango
  10. SPX Pullback History, 2009-2011
  11. VIX Over 31 and SPX Down 12.5% from Peak as Bottom Nears
  12. Chart of the Week: The Year in Economic Data (2010)
  13. Chart of the Week: World Food Prices
  14. VIX Sets Some New Records, Suggesting Volatility Near Peak
  15. Chart of the Week: VXX Celebrates 2nd Birthday
  16. New VIX Backwardation Record
  17. VIN, VIF and an Obsolete VIX
  18. Now Sixteen Volatility ETPs, Four of Which Are Optionable
  19. Economic Data Not Supporting Gloom and Doom Forecasts – At Least for Now
  20. VIX Reflecting Skepticism About Rally
  21. Initial Thoughts on Using the iPad for Trading
  22. The Convergence of VIX and VIX Futures at Expiration
  23. Is Volatility a Better Play for Silver Than Direction?
  24. December Is the Cruelest Month…For the VIX
  25. Chart of the Week: the VIX Since 2007

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Disclosure(s): none

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