A full calendar around graduation means I haven’t had time to update the blog with the usual, but in lieu of research I thought I’d do a small dump here of some open browser tabs, in case you...
As we noted earlier today, some of the most interesting opportunities for volatility traders these days are outside of the U.S.
On January 10th, I’m giving a talk in partnership with TheStreet on where the volatility is right now in world equity markets and what investors can expect for the next year. In this “Volatility World Tour,” we’ll talk about Japan, Australia, Brazil, India, Mexico, and of course the U.S. and China.
The presentation is free but you’ll…
Before we get into 2013, I want to thank some of the people to whom I’m grateful for having made this one of those up-and-to-the-right kinds of years:
Bill Luby and Mark Sebastian have made Expiring Monthly something I’m really proud to be a part of. I think we’ve each done some of our best work in those pages.
Jill Malandrino and the contributors and staff at Options Profits: TheStreet is moving in a good direction these days and their…
In a previous post (“Combining Trend Following and Option Selling Strategies“), I explained the appeal of marrying two seemingly opposed approaches to the market within one strategy, which we’re calling ETF Trend Options. The out of sample results have been excellent so far, with a 25% annualized return since inception versus a gain of 9% in the S&P 500.
I’m excited to announce today that ETF Trend Options is now available by subscription. Here are key things…
My Expiring Monthly colleague, Mark Sebastian, interviewed me for the November issue. We discuss what got me interested in options in the first place, the rationale behind this blog and the newsletters that grew out of it, and some of the mechanics of the VXH strategy.
The interview is available as a free download here. The December issue will be published shortly and includes some more thoughts from me on tactical allocation to volatility hedges.
We’ve never offered a discount before on the VIX Portfolio Hedging (VXH) Strategy, and the coupon code at the end of this post is only valid through the end of the week. I don’t know what’s going to happen in the future, but I know that the cost of hedging downside risk is relatively cheap here, and that some investors have taken an “all clear” attitude prematurely. If your portfolio didn’t weather the storms of August and September easily, you…
If you emailed us recently about a research proposal and haven’t heard back, that’s because someone (me, for example) accidentally deleted the message in such a way that it wasn’t recoverable from our automatic backups. So, please try again. You can reach me directly at jared at condoroptions dot com.
If you haven’t visited http://www.expiringmonthly.com in the last couple weeks, you should really check it out. We’ve had the site completely rebuilt, not just re-designed, and the changes are pretty exciting.
Besides the visual improvements and organization, the biggest change is that we’re making individual back issues and even individual articles available for purchase, subject to a three-month delay. It’s still much, much cheaper to just take a subscription, but if you want to buy an article…
Posting here has been deliberately light, as I’ve been devoting more time to research, trading, and other activities for the benefit of subscribers and clients. However, I’ve been appearing elsewhere:
I was interviewed for the May issue of Technical Analysis of Stocks and Commodities on iron condors, volatility, and related topics.
Ours was the top-ranked options blog in a recent review conducted by OptionsHouse.
My associate Martin and I wrote the feature article for…
Some of you have noticed that I haven’t posted a Volatility Tracker for this week. I’m actually taking an unplanned hiatus from blogging. Lest I be accused of laziness, I’m spending more time on the following:
Dissertation research
Managing accounts at Clinamen Financial Group
The Condor Options newsletter
Contributing editorship at Expiring Monthly
Strategy research for private clients
Feel free to contact me about any of the above (well, not the dissertation, unless you really…
Tuesday, May 14, 2013
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