Author : Six Figure Investing

The Cboe’s VIX®, VIX3Msm (93-day), and VIX6Msm (184-day) indexes enable us to quantify volatility term structures but until now, historical analyses between VIX style indexes...

The Cboe’s VIX® (30-day) and VIX3M (93-day) indexes enable us to quantify volatility term structures but until now, historical analyses between VIX style indexes have...

Sometimes an online option calculator isn’t enough and you’d like to implement the Black & Scholes (B&S) option pricing equations in Excel.  If you’re just...

Hardly a month goes by without some pundit trumpeting that the VIX is broken. But before you worry too much, consider some of the non-obvious...

Years ago I had a meeting with my manager regarding three projects that I was responsible for. Each of the projects had considerable technical problems,...

Effective May 2nd, VXXB and VXZB, Barclays’ short- and medium-term volatility funds will be renamed to VXX and VXZ.  This is a market maneuver by...

In the afternoon of February 5th, 2018, what looked like a bad day for a group of high flying volatility-based products turned into a devastating...

January 30th, 2019 VXX will be delisted and will no longer trade.  It’s highly unusual, if not unprecedented for a product normally in the daily...

Below I’ve collected links to some of my favorite white papers and presentations on volatility. I’ve organized them in the following categories: Volatility Concepts &...

In May of 2016, REX Exchange Traded Funds introduced two volatility oriented products, VMIN and VMAX.  One is a bet on market volatility staying the...