Every month, around the VIX expiration I publish my forecasts for the next month. This time I would like to do something different – for you to join me in this exercise. Email me your VIX forecast for July 2011 expiration before June 15th 2011, and if your forecast is the closest to the July official VIX settlement (VRO) I will paypal 100 USD to the winning email address.
The rules are simple: your forecast is a single number (not a range) for the settlement value of VIX (VRO) on Jul 20th , 2011. One entry per person, and I reserve a right to remove any entry that I consider to be suspect. Your email addresses will not be used for any communication from me, or given to a third party – I love my readers and do not intend to spam them.
Showing posts with label Volatility Forecasting Challenge. Show all posts
Showing posts with label Volatility Forecasting Challenge. Show all posts
Subscribe to:
Posts (Atom)
Weekly market report
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...
-
John “Hojun” Hwang is the author of VIX, VIX Futures, and VIX ETNs, a conceptual guide to trading the VIX index. He graduated with degrees i...
-
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based... -
This week 's market movements were largely driven by renewed recession fears in the wake of a sharp rise in office v...
