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The VIX® - A Rear-View Mirror Or Crystal Ball

The VIX® – A Rear-View Mirror Or Crystal Ball

My insights have always been - and will probably be - offered for free, but if the information provided is helpful for your own trading business, any donation to my Be it! Children’s Charitable Foundation is much appreciated (donations can be sent

Volatility Risk Premium Strategy - And The (Preliminary) Outperformer Is ...

Volatility Risk Premium Strategy – And The (Preliminary) Outperformer Is …

My insights have always been - and will probably be - offered for free, but if the information provided is helpful for your own trading business, any donation to my Be it! Children’s Charitable Foundation is much appreciated (donations can be sent

Timing (And Trading) Implied Volatility

Timing (And Trading) Implied Volatility

The majority of readers will already be familiar with the fact that the CBOE Volatility Index® (VIX®) is not a tradable asset (it is just a number), and trading the VIX® in fact means trading its derivatives (futures) or even derivatives of deriv

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

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

Featured, Studies - Posted by on December 21, 2011

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Wilder's 2-day RSI (adjusted)

Wilder’s 2-day RSI (adjusted)

A couple of months ago I introduced blog readers to my modification of Wilder's Relative Strength Index (RSI) ( see Modified RSI(2), Buying Power and Intermediate-Term Outlook ), utilizing an underlying's high | low | close (instead of close vs. pre

Featured, Studies - Posted by on December 10, 2011

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Volume and Stock Market Rallies

Volume and Stock Market Rallies

Most recently there has been a lot of chatter and discussion in the financial blogosphere regarding the S&P 500 soaring higher during the second half of November, posting a strong +8.50% gain over a 10-day period, in conjunction with notably low

Featured, Intraday Stats - Posted by on November 17, 2011

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Veterans Day and a 4-day (intraday) Low

Veterans Day and a 4-day (intraday) Low

Although at time of writing (Thursday, November 17, 11:00 PM ET) the S&P 500 has recouped most of its pre-opening losses on the GLOBEX session, the index was already trading at 1226.76 today, at the same time a 5-day intraday low. Historically w