Jan 3, 2013

Blogging in 2013

Last year I did not get to write as much as I wanted to. There were two reasons for this: first, there was not as much innovation in the volatility products, in fast many were delisted, second, I was constrained by time and work non-disclosure agreement from writing about many interesting things in listed options space. Now, that I'm self-employed, I plan to resume blogging more frequently. The plan is to bring back regular analysis of listed volatility products, VIX forecasts and model portfolios like I did in 2011, leveraged and inverse ETFs, and volatility arbitrage. As before my focus will be on providing original research, analysis and concrete ideas, not bloviating on macroeconomics, political analysis, and general hand-waving.

Vance from Six Figure Investing wrote yesterday "The mainstream investing crowd seems to finally be discovering inverse volatility (record volume in XIV today). Some of them at least getting over their obsession of trying to catching the next VIX spike. " I agree with him: it is a pivotal shift in how volatility products are perceived, and 2013 is shaping up to be an exciting year for volatility traders. 

3 comments:

  1. Anonymous1/04/2013

    Looking forward to the new year and your original insights! New to your blog but find it very interesting and unique.

    ReplyDelete
  2. Anonymous1/06/2013

    Dear onlyvix-blogger,

    Is it possible to write something about the paper "Understanding Index Option Returns".
    Link to the article:
    http://rfs.oxfordjournals.org/content/22/11/4493.short

    I'm not a pro, but just a small retail investor and i find it confusing to read that several studies show that writing options (selling volatility) was profitable during the last 25 years, but this studie says that those results are not inconsitent with the BS model and the so called mispricing of index put options.

    Can you illuminate me (us)

    Thanks.

    ReplyDelete
  3. Anonymous1/19/2013

    i have been looking for something like this

    ReplyDelete