Emerging Quant Managers Chicago Presents Systematic Volatility Trading With Special Guest Euan Sinclair, Co-Founder and CEO, FactorWave, Inc. * May 6, 2016 3:30 PM Central Time BOX Options Exchange 135 S La Salle St #4250, Chicago, IL 60603 This event is...
The VXX and UVXY Volatility ETFs were up sharply this week leading to a Critical Trading Question: Is it time to short VXX and UVXY? Background: Over the last five years the UVXY Volatility ETF has declined from a split-adjusted price of 25040.00 (not a typo) to the...
To celebrate the New Year, the SpreadHunter Team is offering our non-definitive, entirely subjective and very opinionated list of the 10 Best Options Trading Books to Buy in 2016. Caveat Emptor: The written word does not always translate well to the the domain of...
The cornerstone of Modern Portfolio Theory is that Volatility Equals Risk. A similar concept exists in Pre-Modern Investment Theory: Safety Through Diversity. In the Pre-Modern example, diversification of assets leads to lower volatility by diluting outliers in the...
Capturing volatility spikes and declines is a high risk game. The most direct way to speculate on the direction of volatility is to go long or short a volatility instrument such as the VIX futures contracts or its exchange traded derivatives such as VXX, SVXY, XIV...
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