Breaking Down Volatility of the VIX

I had never heard of the VVIX index (the volatility of the stock market's volatility "volatility of VIX ") until a week back...

VIX as a Predictor of Equity Returns

Marketwatch has a post Cash is still king, at least for now , which points to a model that goes to cash when the VIX is above 20: Consider ...

Here We Go Again

As I've detailed over the last month, market volatility appeared suppressed due to all the liquidity thrown at the problems: Buying Opti...

Buying Options

The U.S. may or may not default on its debt (I am going with the not), may or may not be downgraded (I think it is likely within the next 12...

Suppressed Volatility

FT Alphaville has a post Crouching Vix, Hidden Volatility claiming that: Volatility is out there. You just have to look for it — and not by...

Realized 20-Day Vol at 39 Year Low

Vix and More details: Since I haven’t seen it mentioned anywhere else, I thought I should note that 20-day historically volatility in the ...

When ETN's Attack: VXX

A lot of growing chatter around the VXX ETN (exchange traded note) to play volatility, but heed this warning. First, what is it? Per Yahoo ...

The Certainty of Uncertainty

Abnormal Returns has a great post about uncertainty and investing; a topic that has been on my mind of late due to the bomb scare , oil spi...