You may be forgiven for thinking trend following, volatility breakout trading strategies are dead…. It’s been a few years since they’ve delivered the goods, after all. But Managed Futures’ best monthly performance in 2017 happened recently, thanks in part to one of the main commodity markets, Crude Oil, breaking out to the upside with WTI […]
Category: Markets
09
Nov
2017
08
Nov
2017
VIX & Volatility Trading and Investing Resources
If you follow our blog closely, you know we have a thing or two or twelve to say about VIX and volatility investing. We even put some of that information together into an easily digestible whitepaper. But that still didn’t cover it all. In light of the VIX and volatility investing hype, here’s every article […]
06
Nov
2017
Want More Volatility? Introducing FANG+ Futures
n two days, futures on FANG stocks – you know – Facebook, Amazon, Apple, Netflix, and Google – will be traded on the Intercontinental Exchange as a FANG+ futures contract, merging the built-in leverage and liquidity of futures contracts with the seemingly endless promise of today’s five horsemen of techno-wonder.
24
Oct
2017
Stranger Things – The Upside Down of Netflix
While we wait with anticipation, we can’t help but notice the Upside Down thinking about investing in tech stocks these days. Specifically, the company producing Stranger Things: Netflix.
19
Oct
2017
The Crash of 1987 and the 300 Mile Tall Man
That 25 sigma event means the “odds” of a -20.5% drop in a single day happening were something on the order of 1 in a trillion, on a normally distributed data set.
16
Oct
2017
How to Trade The VIX Flowchart
With seemingly everyone giving it a volatility investing a shot of late (Billions are in VIX futures-related ETFs), we thought a nifty flowchart of just how to proceed would be worthwhile.
09
Oct
2017
The Metal in Your Phone is Getting Expensive
That’s right – that stuff in your phone is up roughly 35% for the year. If we look at the big picture, the metal is hitting a 16-year high:
03
Oct
2017
Managed Futures Correlation
The reality is that non-correlations really just means sometimes positively correlated, sometimes negatively correlated. Here’s an explanation and graphic from the AIMA paper:
02
Oct
2017
Asset Class Scoreboard
The contrarians would say this is JUST about the time we need to be worrying about a black swan. A market turn that no one saw coming. But what if we’re in a black swan right now?
20
Sep
2017
A Brief Visual History of Being Short VIX
If you aren’t using Stocktwits to track your favorite stock symbols, you may be doing it wrong. There are spam and oddballs and all the rest you would expect of a social network, but the gif game is usually off the charts. Here are some of our favorites from the world of short VIX traders of $SVXY.
