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

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

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

DDN’s Volatility Risk Premium Strategy Revisited (3)

DDN’s Volatility Risk Premium Strategy Revisited (3)

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

DDN’s Volatility Risk Premium Strategy Revisited (2)

DDN’s Volatility Risk Premium Strategy Revisited (2)

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&

DDN's Volatility Risk Premium Strategy Revisited

DDN’s Volatility Risk Premium Strategy Revisited

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

Trading Volatility – XIV Seasonalities

Trading Volatility – XIV Seasonalities

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