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Surfing in today’s equity and volatility markets.

Like much of the east coast, the biggest surf in Florida were the swells ahead of Nor’easters. Pushed ahead of the storms that were probably dropping snow on Boston, the waves rose from the deep...

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A quick look at SPX 20-day Realized Volatility since 1950

With the measure of 20-day S&p 500 (SPX) Index realized volatility having fallen to 6.35% Thursday before finishing the week at 6.44%, the lowest reading since February 1, 2013′s reading of 5.41%,...

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I will be Teaching a class on “Volatility Trading” in London December 5-6, 2013

Volatility Trading The growth of pure volatility trading has exploded over the past decade, primarily driven by substantial volume growth in publicly traded products based on the CBOE Volatility Index...

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Single-Digit VIX?

Could we see a single-digit closing value for the VIX Index soon? While many in the market are probably not even aware that the VIX Index has closed below $10.00, the measure of the market’s...

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