VIX and More

Showing posts with label quarterly cycle. Show all posts
Showing posts with label quarterly cycle. Show all posts
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 ...
Thursday, February 1, 2007

VIX and the Quarterly Cycle

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I feel a little like a Ginsu knife, having sliced and diced the VIX: around options expiration ; around Fed Days ; and even from a monthly ...
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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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