Archive | July, 2010

Open trade alert: August SPY iron condor #3

Tuesday, July 27, 2010

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Friday Hedge

Friday, July 23, 2010

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The Vicissitudes of Hedging Tail Risks

Friday, July 23, 2010

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People are excited about tail risk. On the institutional side, banks and asset managers are packaging up complex, multi-asset hedging products and selling them to pension funds, endowments, and other natural longs. On the retail side, Barclays and others are getting great traction with products like VXX, VXZ, VXX options and now XXV (see Bill’s helpful overview of this space). I’m hoping to join the fray, too, with a managed account program and subscription product set to launch…

Open trade alert: August SPY iron condor #2

Tuesday, July 20, 2010

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Monthly Strangonal Roll and Hedge

Monday, July 19, 2010

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Close trade alert: July SPY iron condor #4

Thursday, July 15, 2010

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Hedging Tail Risk with the VIX

Wednesday, July 14, 2010

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Felix Salmon is doubtful about whether it is possible to hedge tail risk, and I wholeheartedly agree with the data he cites showing that, of eight major asset classes, only volatility and managed futures offer genuine non-correlation to market returns. In fact, I’ll go a step further: I’m not that enthusiastic about the benefits of managed futures, at least in their current form. As a registered commodity trading advisor, I’ve seen the sorts of strategies that most of…

Weekly Portfolio Update

Monday, July 12, 2010

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Open trade alert: August SPY iron condor #1

Monday, July 12, 2010

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Friday Hedge

Friday, July 9, 2010

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About

Jared Woodard specializes in trading volatility as an asset class. With over a decade of experience trading options and other volatility products ... Read More

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