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

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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

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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

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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

1 Comment

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

39 Comments

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®