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Daily Commentary - Posted by on Oct 30, 2014, 10:17 PM GMT +1

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Trading Volatility - Some XIV and VXX (Ir)Regularities

Trading Volatility – Some XIV and VXX (Ir)Regularities

Oct Thursday 30

This is a (short) follow up to my previous postings Volatility Risk Premium – Trading Volatility (Part I) to Volatility Risk Premium – Trading Volatility (Part III) , this time dealing with some intersting (ir)regularities concerning the XIV® (V

Daily Commentary - Posted by on Oct 28, 2014, 10:16 PM GMT +1

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Volatility Risk Premium – Trading Volatility (Part III)

Volatility Risk Premium – Trading Volatility (Part III)

Oct Tuesday 28

This is a (short) follow up to my previous postings Volatility Risk Premium – Trading Volatility (Part I) and Volatility Risk Premium – Trading Volatility (Part II) , this time dealing with the difference between utilizing a 5-day moving average

Daily Commentary - Posted by on Oct 24, 2014, 1:33 PM GMT +1

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Volatility Risk Premium – Trading Volatility (Part II)

Volatility Risk Premium – Trading Volatility (Part II)

Oct Friday 24

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 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 -