Jan 13, 2013

Week In Volatility

I used to review activity in the volatility futures markets and indexes every week. Now that I have more time I decided to update the charts, and write the commentary, but I spent a lot of time just automating the chart generation. Also, international volatility futures - VSTOXX, VNKY, VHSI, and RTSVX are yet to be added. Meanwhile I suggest readers check out a new page on this blog - Volatility Bookshelf, where I recommend the books to read and few to skip. If you have any suggestions, add them in the comments, or send an email.

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