Tags » Volatility

Annual Returns

Annual returns can be a useful performance measure, but it’s often over emphasized by the investment sales literature.  It’s also sometimes used interchangeably with annualized returns, creating confusion because these are two very different performance measures.  234 more words

Investment Terminology

December 19, 2014

Stocks surged higher again this morning (Dow +14 pts; SPX +.26%). All 10 sectors are currently in the green. The VIX Index has absolutely collapsed, back under 17. 305 more words

The Option Market is Calling BS on Today's Stock Market Rally

The days following FOMC announcements are usually something to behold, and today will be etched in our memories as one of the great rallies of our time.  84 more words

Stock Market

Mean-Reversion in Growth Rates and Convergence

Brad DeLong posted about the recent paper by Pritchett and Summers (PS) on “Asiaphoria” and mean-reversion in growth rates. PS found several things:

Index Fund Factor: The View beyond the Wall

Read  full  paper  at:

http://www.scirp.org/journal/PaperInformation.aspx?PaperID=49178#.VJJsGcnQrzE

Author(s)

Joseph Ojih

Affiliation(s)

Stratford University, Baltimore, Maryland, USA.

ABSTRACT

Index funds are those funds that seek to track the returns of the market benchmarks, such as the Wilshire 5000 and S & P 500 Index. 328 more words

What it looks like when your currency goes crazy

So far today, in a matter of hours, the value of a ruble in a Russian’s pocket has swung from losing 4% to gaining 15% against the dollar. 156 more words

Sell Volatility or Not

Market has been volatile recently and I am reading many articles about shorting volatility through VXX (XIV or SVXY). I will write about shorting volatility in general and specifically shorting VIX through market ETNs. 200 more words

Volatility