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- Rare Batman Pattern Forming in the VIX
- Bill Luby submits: Just as it seemed as if the end of the world was nearing, I am pleased to report a rare Batman pattern forming in the VIX and in the implied volatility of the SPX and SPY. The chart below shows the right...
- External links 2008-10-23
- Keep an Eye on Emerging Markets Bonds
- Bill Luby submits: I know a number of equities-only investors who have started following the bond markets for the first time ever over the course of the past year after becoming tired of being blind-sided by inter-market relationships. Of the many credit market data points, LIBOR, the TED spread,...
- External links 2008-11-02
- Why Should Anyone Care About Historical Volatility?
- Bill Luby submits: Two weeks ago in The VIX in the Context of Historical Volatility of the SPX, I used a chart to demonstrate how the VIX which is essentially the implied volatility of the SPX compares across various SPX historical volatility lookback time frames. Why should...
- External links 2008-11-03
- VXV's First Birthday
- Bill Luby submits: One year ago the CBOE launched the VXV, which is a variant of the VIX that calculates implied volatility in SPX options over the course of the next 93 days instead of the 30 day time window used by the VIX. In December 2007,...
- External links 2008-11-13
- The VXV Is One Year Old
- Bill Luby submits: One year ago the CBOE launched the VXV, which is a variant of the VIX that calculates implied volatility in SPX options over the course of the next 93 days instead of the 30 day time window used by the VIX. In December 2007, with the...
- External links 2008-11-14
- Newly Introduced VIX and More Global Volatility Index
- Bill Luby submits: As representatives of the G20 assemble in Washington to discuss the state of the global economy, this seems like a good time to take the wraps off of the VIX and More Global Volatility Index. Without getting into all the details, the Global Volatility Index calculates...
- External links 2008-11-15
- S&P 500 Fifty Day Historical Volatility May Have Just Peaked
- Bill Luby submits: Something interesting happened yesterday that has happened very rarely over the past two months or so: 50 day historical volatility (HV) in the S&P 500 index dropped. While that fact in itself might not be worthy of a headline next to the latest installment of ‘Adventures...
- External links 2008-11-18
Additional Resources
- Gold Price and Gold Volatility
- Bill Luby submits: With the unfolding of the latest chapters in the financial crisis, gold has received considerable attention as a safe haven investment. The rush into gold was greatly exacerbated when investors began to lose confidence in money market funds following the ‘breaking of the buck’ at Reserve...
- External links 2008-09-24
- Chart of the Week: Trend In Cash Holdings Beginning to Shift?
- Bill Luby submits: Tempting though it may be to slap up yet another chart of the financials XLF, bank index BKX or one of the individual bank that seems to be floundering even more than its peers, this is what I did with Bank of America BAC in last...
- External links 2009-01-25
- Chart of the Week: Performance by Country, YTD
- Bill Luby submits: In this week’s chart of the week, I wish simply to make two points: If you are focusing your investments in U.S. stocks, you are likely underperforming 80% of the global investment world so far in 2009FINVIZ.com has some excellent summary graphics for geographical...
- External links 2009-09-20
- Pairs Trading Using ROB
- Bill Luby submits: While I have never written down any sort of mission statement or goals for VIX and More, my aim has always been to bring fresh ideas, new subject matter and original graphics to an investment landscape that I find all too often overrun by the same...
- External links 2009-08-16
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