Browsing All Posts filed under »Volatility«

Sitting Here in Limbo…..(Perfect Storm cont.)

September 14, 2011

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…..Waiting for the tide turn. Yeah, now, sitting here in Limbo, So many things I’ve got to learn. Meanwhile, they’re putting up a resistance, But I know that my faith will lead me on. Sitting here in Limbo Waiting for the dice to roll. Yeah, now, sitting here in Limbo, Still got some time to […]

Ratatouille Friday…..

September 9, 2011

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My mind won’t permit a cohesive narrative today, so in it’s place is Ratatouille Friday….. a hodge podge of thoughts that have been running around in my head lately. Greek/Euro is a problem again. The Equity markets (unenviable) ability to forget about the SYSTEMIC risk that is percolating on the other side of the Atlantic […]

Opportunity to close VIX trade

July 27, 2011

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On July 5th, I wrote about a largely anomalous situation where Index Equity vol (as measured by the Vix) was trading at a discount to historical vol. I recommended a long vol position based on market complacency, Greek situation, etc. ( https://mrktjunkie.wordpress.com/2011/07/05/rarely-do-you-see/ ) . Two weeks later you had the opportunity to exit that trade […]

What’s that scent you’re wearing……?

July 12, 2011

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…….Oh, it’s called ‘Contagion’! In overnight action, Asian equities are getting hammered like a freshman engineering student at MIT (i.e. future Citadel quant) at a Cambridge keg party; down between 1.25% (China) and 2.00% (Hong Kong). S&P futures are tipsy as well, off by about 10 or 0.75%. Apparently the two week dose of Lithium is wearing off […]