VIX and More

Showing posts with label monthly cycle. Show all posts
Showing posts with label monthly cycle. Show all posts
Friday, June 1, 2007

VIX and the Monthly Calendar

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Early on in the life of this blog, when it looked as if volatility were dead and no one cared about the subject, I sliced and diced a bunch ...
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Tuesday, February 20, 2007

Puts, the VIX and Intra-Month Volatility

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If he keeps it up, Bernie Schaeffer is in danger of garnering honorary VIX pundit status, due to his tendency to talk about the VIX almost ...
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About Me

Former Chief Investment Officer at Luby Asset Management LLC in Tiburon, California. Previously worked as a full-time trader/investor and also a business strategy consultant. Education includes a BA from Stanford and an MBA from Carnegie Mellon. Useless trivia: I once broke the world pogo stick jumping record without knowing it.
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