tag:blogger.com,1999:blog-897456774486153841.post1340287877596627940..comments2024-03-28T06:07:36.391-07:00Comments on VIX and More: VIX at Seasonal Cycle LowBill Lubyhttp://www.blogger.com/profile/01241003017364820134noreply@blogger.comBlogger11125tag:blogger.com,1999:blog-897456774486153841.post-81591181834325940962013-05-04T10:36:10.020-07:002013-05-04T10:36:10.020-07:00I've been surfing online more than 2 hours tod...I've been surfing online more than 2 hours today, yet I never found any interesting article like yours. It'ѕ pretty <br />worth еnоugh for mе. In my vieω, if аll <br />web oωnегs and blоggers mаde good content as you did, the internet wіll bе muсh mοrе usеful than еver bеfore.<br /><br /><br />mу web pаge ... <a href="http://ww.vbc6.com/index.php?p=blogs/viewstory/48141" rel="nofollow">best hcg</a><br /><i>my webpage</i> - <b><a href="http://bgm.me/r/4005208" rel="nofollow">liquid hcg diet reviews</a></b>Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-75475924533942964642009-07-01T11:26:28.684-07:002009-07-01T11:26:28.684-07:00It looks like the level of 'fear' (might b...It looks like the level of 'fear' (might better be called 'doubt') out there isn't being expressed in the VIX, but rather CDS...<br /><br />http://zerohedge.blogspot.com/2009/07/latest-dtcc-cds-update-week-of-june-26.html<br /><br />Yikes.Dave Narbyhttps://www.blogger.com/profile/10773693145577366704noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-90736644891553027762009-06-22T20:29:14.168-07:002009-06-22T20:29:14.168-07:00The vix often drops on friday afternoon because th...The vix often drops on friday afternoon because the time decay comes out of the S&P 500 options (from which the vix is derived) but that same time decay is real time in the vix calculation. For this same reason, if all things remain the same, the vix should in theory open higher on a monday morning.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-50112737525316085922009-06-21T01:00:27.221-07:002009-06-21T01:00:27.221-07:00Hi Bill, I am Trading Nymph from Stockpickr...Ques...Hi Bill, I am Trading Nymph from Stockpickr...Question...Why did the VIX drop like that in the last hour of trading on Friday? With a flat market and USD actually moving up it didn't make much sense....Help????Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-18914196224820114912009-06-21T00:35:14.824-07:002009-06-21T00:35:14.824-07:00comment on the recent VIX/VXV ratio.
I just found...comment on the recent VIX/VXV ratio.<br /><br />I just found in the last few months, this ratio has given a few false alarms. <br /><br />In some sense, it tells the recent market is very volitile. I wonder should we add another criteria for sell/buy alarm. e.g after smoothing this ratio, the slope of this ratio should not be greater than certain ratio etc. (i.e. keep in a low value for some time to vertify the signal.)<br /><br />Would you comment on this thought?<br /><br />Thanks<br /><br />ManAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-9423185325615429472009-06-20T22:36:01.478-07:002009-06-20T22:36:01.478-07:00Great work, Bill! Very valuable for traders.
Than...Great work, Bill! Very valuable for traders.<br /><br />Thanks,<br /><br />Damien<br /><br />http://wallstcheatsheet.comDamienhttps://www.blogger.com/profile/17964277294166695318noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-12552945141264800062009-06-20T05:46:48.620-07:002009-06-20T05:46:48.620-07:00Interesting graph you put up Bill,, if that indeed...Interesting graph you put up Bill,, if that indeed proves to correct, we ought to increase those VXX positions, although I am not yet convinced that VIX will increase this time.<br />F.LorcaFrancisco Lorca-Susino Ph.D, CMThttps://www.blogger.com/profile/04764143089162247133noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-84243341523803205822009-06-19T20:54:21.979-07:002009-06-19T20:54:21.979-07:00You truly believe we are in a bull market already?...You truly believe we are in a bull market already? Surprising...Anonymoushttps://www.blogger.com/profile/15370187326629655604noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-15272051705295218522009-06-19T15:33:36.900-07:002009-06-19T15:33:36.900-07:00i meant to say that back months look cheap.i meant to say that back months look cheap.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-3062091289457305032009-06-19T15:26:11.500-07:002009-06-19T15:26:11.500-07:00i'm curious to know how the current term struc...i'm curious to know how the current term structure of the SPY or SPX compares to your seasonal chart. a quick glimpse on my end looks like sep and dec vol is very rich compared to jul vol even when you take the seasonality into it.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-38720255295124903592009-06-19T15:17:25.525-07:002009-06-19T15:17:25.525-07:00Hi Bill, may i ask you to explain how you derive t...Hi Bill, may i ask you to explain how you derive this graph ? I guess that you take an average of VIX values at the end of every month over several years. <br /><br />However, it might be interesting for us if you indicate what is the standard deviation for each of these 12 average values that you get. Especially, if it is small, there's no reason your pattern won't repeat itself year after year.<br /><br />Best,<br />--<br />LaurentAnonymousnoreply@blogger.com