When Short Gamma Trading is Your Only Hope (Requires Free Signup)
From early March through last Friday, there were really only a few ways to make any profits in the S&P 500, and looking at which...
Author : Condor Options
Nothing Gold Can Stay (Requires Free Registration)
Gold is down 22% from its early October high and people are scrambling. None of the fundamental reasons supposedly favoring a continued rally in metals...
Research and the Real World: a Naked Straddle Story (Requires Free Registration)
Research is essential. Without it, it’s difficult to tell whether you aren’t just trading noise. Practical experience is essential, too. Without it, it’s difficult to...
What Option Markets Are Not Telling Abe and Kuroda (Requires Free Registration)
In a call for aggressive, Draghi-like behavior during the Bank of Japan meeting this week – Kuroda’s first – Bloomberg’s William Pesek overstates the amount...
Prospect Theory in the Real World (Requires Free Registration)
What is your edge? Every successful investor has...n...nswer to this question before they enter...ny new position. Every successful trader has...n idea...bout the expected return...nd possible...
The VIX Short Squeeze That Wasn’t (Requires Free Registration)
Since early 2012, hedge funds and other traders have been short S&P 500 volatility via VIX futures in sizes not seen before. A story from...
What Should You Look at After a VIX Spike?
Monday's 1.9% decline in equities sparked the largest jump in the VIX since... There's certainly some value in knowing the end of that sentence, but...
Nikkei Implied Volatility Rallies Along With Stocks
Japanese stocks have been on a tear since last November. The Nikkei 225 index is up nearly 25%. Most of the time, stock returns and...
High implied Volatility in Emerging Markets
One of the interesting things about Q4 equity returns was how little most of the world seemed to care about the U.S. fiscal cliff. Except...