A couple of weeks back I wrote about the VIX and “long” VIX etn products, particularly the VXX (reposted below). Since we’ve seen some volatility between then and now I wanted to check back in …
Continue readingETN
In a post last week I went over some potential portfolio hedges using VIX and SPY options. We have a preferred VIX (long vol) strategy that we put from time to time and we’ll probably …
Continue reading
One of the lightest options volumes days of the entire year yesterday, as stock volumes also calmed down significantly. 1. PBR – Petrobras hit a 6 month low after the election results in Brazil. The bulk …
Continue reading
Some news on the Volatility ETN front the other day as Credit Suisse announced they are suspending furthur issuances in their TVIX product, a double long VIX short-term futures. From the press release: NEW YORK, …
Continue reading
Here’s a little update on the how this debt ceiling stuff will likely play out. From Business Insider: According to congressional sources this is how a deal will play out if everything goes according to …
Continue reading
A little while back I wrote about trading overall market volatility through ETN’s and the difficulty of trading from the long vol side (VXX.) With what’s going on in D.C. and the uncertainty over how …
Continue reading
Dan and I have been thinking alot recently on the best ways to play marketwide volatility. Dan has had some success recently in trading options in the VXX, but also taken some pain on on …
Continue reading