Tags » Volatility

Last time, we looked at our actual trades for XLB. On April 10, we opened the position by selling three 47 puts (expiring in 7days) for about 51 cents each. 373 more words

Volatility index and Turtle strategy

Happy Easter!

I combined two meetings into one blog as these two weeks were quite packed at work.

Volatility is mostly friend but sometimes enemy to traders, it is super important. 671 more words


A lot can happen in 5 years, the rear view mirror and the road ahead

When “Past performance is not necessarily a guide to the future” has never seemed more apt

The rear view mirror

It’s now been just over 5 years since equity markets hit their lows at the peak of the fallout from the banking/credit crises of 2008. 892 more words


 Trying to talk to most people about volatility and using it as an analog for risk is similar to talking to a 12-year-old about cassette audio tapes.  494 more words

Don Shaughnessy

Volatility: Why it Matters

Ryan Dressel, Investment Analyst, Brinker Capital

Have you ever noticed how many commercials on TV use blind comparison tests to prove that their products are better than their competitors? 633 more words

Market Perspectives

Volatility, Nifty and analyzing your system

Trading strategies are like seasons. When the season is in full swing, the person who follows a strategy that correlates with it feels like a king and the guy who follows a strategy that is antithestis of the that feels like shit. 606 more words

Position changes.

Today, our XLB position ended the day up $388. Most of our short puts expire tomorrow and they are out of the money tonight. It will be interesting to see what happens tomorrow. 354 more words