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Daily Commentary - Posted by on Oct 21, 2014, 9:13 AM GMT +1

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Trading Volatility In European Market (VSTOXX)

Trading Volatility In European Market (VSTOXX)

Oct Tuesday 21

A few days ago I posted about trading volatility ETNs / ETFs like XIV® (VelocityShares Daily Inverse VIX Short-Term ETN) and VXX® (iPath® S&P 500 VIX Short-Term Futures™ ETN), about DDN’s VRP Strategy (Double-Digit Numerics , Volatility R

Daily Commentary - Posted by on Oct 16, 2014, 10:11 PM GMT +1

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Volatility Risk Premium - Trading Volatility (Part I)

Volatility Risk Premium – Trading Volatility (Part I)

Oct Thursday 16

Most recently the VIX® (CBOE Volatility Index)  - and respective volatility ETNs / ETFs - got a lot of press around the blogosphere, and trading volatility ETNs / ETFs like XIV® (VelocityShares Daily Inverse VIX Short-Term ETN) and VXX (iPath®

Daily Commentary - Posted by on Sep 12, 2014, 6:19 AM GMT +1

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RVX and VXEEM – Gap Closed (Reversion To The Mean)

RVX and VXEEM – Gap Closed (Reversion To The Mean)

Sep Friday 12

A couple of weeks ago ( on Juli 11, 2014 - see RVX and VXEEM – Reversion To The Mean ? ) I posted about an arising opportunity in CBOE Russel 2000 Volatility Index® (RVX®) and the CBOE Emerging Markets ETF Volatility Index® (VXEEM®) futures due

Daily Commentary - Posted by on Jul 15, 2014, 8:26 AM GMT +1

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The Week in Volatility (CW 28/2014)

The Week in Volatility (CW 28/2014)

Jul Tuesday 15

Volatility in worldwide markets seem to slowly recover from anesthesia and showed some life again during the last week. The EURO STOXX 50 Volatility Index - down -15.76% last week in the aftermath of Thursday's ECB (European Central Bank) meeting -

Daily Commentary - Posted by on Jul 11, 2014, 4:09 PM GMT +1

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RVX and VXEEM - Reversion To The Mean ?

RVX and VXEEM – Reversion To The Mean ?

Jul Friday 11

It is the gap between the CBOE Russel 2000 Volatility Index® (RVX®) and the CBOE Emerging Markets ETF Volatility Index® (VXEEM®) which cought my eye these days. Despite the fact that the CBOE Emerging Markets ETF Volatility Index® (VXEEM®) has

Daily Commentary - Posted by on Jul 5, 2014, 9:31 PM GMT +1

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Update: The Week In Volatility (at all-time lows)

Update: The Week In Volatility (at all-time lows)

Jul Saturday 5

Volatility in worldwide markets not only remained quite low during the (shortened) week, a couple of volatility indexes posted (back-to-back) new all-time lows. The EURO STOXX 50 Volatility Index - up +19.69% last week in the forefront of Thursday's

Daily Commentary - Posted by on Jul 2, 2014, 12:17 PM GMT +1

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VXN, VXEEM and NKVI Continuous Contracs w/ All-Time Lows

VXN, VXEEM and NKVI Continuous Contracs w/ All-Time Lows

Jul Wednesday 2

International markets enjoyed strong gains on Tuesday's session while volatility dropped to new (all-time) lows. CBOE Nasdaq-100 Volatility Index Futures (VXN), CBOE Emerging Markets ETF Volatility Index Futures (VXEEM) and Osaka Nikkei Stock Averag