Browsing All Posts filed under »Volatility«

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

September 14, 2011


…..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


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


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. ( ) . Two weeks later you had the opportunity to exit that trade […]

What’s that scent you’re wearing……?

July 12, 2011


…….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 […]