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Daily Commentary - Posted by on Dec 19, 2014, 7:21 PM GMT +1

11 Comments

Trading (Mid-Term) Volatility - Periods Of Low Historical Volatility

Trading (Mid-Term) Volatility – Periods Of Low Historical Volatility

Dec Friday 19

A couple of weeks ago I started a series of postings, all dealing with trading volatility ETNs / ETFs like XIV® (VelocityShares Daily Inverse VIX Short-Term ETN) and VXX (iPath® S&P 500 VIX Short-Term Futures™ ETN) and respective trading stra

Daily Commentary - Posted by on Nov 23, 2014, 7:10 PM GMT +1

14 Comments

Trading The S&P 500 Index (via Implied vs. Historical Volatility)

Trading The S&P 500 Index (via Implied vs. Historical Volatility)

Nov Sunday 23

A couple of weeks ago I started a series of postings, all dealing with trading volatility ETNs / ETFs like XIV® (VelocityShares Daily Inverse VIX Short-Term ETN) and VXX® (iPath® S&P 500 VIX Short-Term Futures™ ETN) and respective trading st

Daily Commentary - Posted by on Nov 15, 2014, 7:35 PM GMT +1

18 Comments

DDN’s Volatility Risk Premium Strategy Revisited (3)

DDN’s Volatility Risk Premium Strategy Revisited (3)

Nov Saturday 15

A couple of weeks ago I started a series of postings, all dealing with trading volatility ETNs / ETFs like XIV® (VelocityShares Daily Inverse VIX Short-Term ETN) and VXX (iPath® S&P 500 VIX Short-Term Futures™ ETN) and respective trading stra

Daily Commentary - Posted by on Nov 11, 2014, 7:07 PM GMT +1

38 Comments

DDN’s Volatility Risk Premium Strategy Revisited (2)

DDN’s Volatility Risk Premium Strategy Revisited (2)

Nov Tuesday 11

A couple of days/weeks ago I started a series of postings ( Volatility Risk Premium – Trading Volatility (Part I) ), all dealing with trading volatility ETNs / ETFs like XIV® (VelocityShares Daily Inverse VIX Short-Term ETN) and VXX (iPath® S&

Daily Commentary - Posted by on Nov 6, 2014, 10:59 PM GMT +1

5 Comments

DDN's Volatility Risk Premium Strategy Revisited

DDN’s Volatility Risk Premium Strategy Revisited

Nov Thursday 6

A couple of days/weeks ago I started a series of postings (  Volatility Risk Premium – Trading Volatility (Part I) ), all dealing with trading volatility ETNs / ETFs like XIV® (VelocityShares Daily Inverse VIX Short-Term ETN) and VXX (iPath® S&a

Daily Commentary - Posted by on Nov 2, 2014, 7:57 PM GMT +1

1 Comment

Trading Volatility – XIV Seasonalities

Trading Volatility – XIV Seasonalities

Nov Sunday 2

This is a another follow up to my previous postings Volatility Risk Premium – Trading Volatility (Part I) to Volatility Risk Premium – Trading Volatility (Part III) and Trading Volatility – Some XIV and VXX (Ir)Regularities,  this time dealin

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

1 Comment

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