One of the predictions I made for 2011 was that the trend toward what I have labeled “atomic volatility” (a lessening of the scope of the underlying for options contracts and/or the duration of those contracts) would accelerate. Back in March 201…

It seems hard to believe, but next week I will celebrate the fifth year anniversary of my first post (VIX and More: An Introduction) at VIX and More. Traditionally I have set aside some time at the end of the year to recognize the top 25 most read post…

For the last three years, the holiday season has been leaving me something new in my stocking: a detailed questionnaire from Bespoke Investment Group that provides the raw material for the annual roundtable…and undoubtedly more than a couple of snick…

When I think about the risks posed by the European sovereign debt crisis in 2012, the first thing that comes to mind is the huge amount of debt that Italy has to roll over next year. In yesterday’s staff meeting/run with Logan (What My Dog Can Tell U…

The past few weeks I’ve looked to harmonic patterns to help guide my bias. Took me (along with the help of yet another twitter source) a few of those weeks to figure out that I’ve been doing the patterns wrong (i.e. using straight lines instead of curv…

Questions from readers are where I get to learn which aspects of volatility cause the most confusion and consternation among investors, so one of the things I will strive to do in 2012 is take more of the Q&A exchanges that might be buried in the c…

The stock market has been confusing to say the least. The past month I’ve been watching the EURO and USD to get an idea of how the markets will move. Its not always true but the general idea is that when the EURO is up/the USD is down then the overall …

The year is not quite over, but I can safely predict that it when it is in the books, there will be no doubt that 2011 has been a bull market for VIX exchange-traded products (ETPs). After seeing two VIX ETPs launched in 2009 and ten in 2010, this year…

The year is not quite over, but I can safely predict that it when it is in the books, there will be no doubt that 2011 has been a bull market for VIX exchange-traded products (ETPs). After seeing two VIX ETPs launched in 2009 and ten in 2010, this year…

This is a preprint of our paper submitted to the Pure and Applied Geophysics: AbstractWe demonstrate that several techniques based on cross correlation are able to significantly reduce the detection threshold of seismic sources worldwide and to improve…