kirkomi.wordpress.com
Portfolio Tracking | Absolute Return
https://kirkomi.wordpress.com/performance
Compounded performance (2011-2016): 6%. 2 thoughts on “ Portfolio Tracking. Pingback: Monthly update: Mar 2013 Absolute performance. Pingback: Monthly update: September 2013 Absolute performance. Leave a Reply Cancel reply. Enter your comment here. Fill in your details below or click an icon to log in:. Address never made public). You are commenting using your WordPress.com account. ( Log Out. You are commenting using your Twitter account. ( Log Out. Notify me of new comments via email.
kirkomi.wordpress.com
December | 2016 | Absolute Return
https://kirkomi.wordpress.com/2016/12
Monthly Archives: December 2016. Posted in Yearly Reflections. This year, I decided to take a measure of my performance. In particular, I wanted to know if I have been adding any value, when compared to the Swiss Leader Index (SLI). My performance (below) is being compared against SLI (without dividends) assuming that I bought the index for all the “cash in” on the first trading day of the year. For comparison, I also have my performance compared against a 10% absolute return. I also feel quite good abou...
onlyvix.blogspot.com
Forecasts Tracker | Volatility Futures & Options
http://onlyvix.blogspot.com/p/forecasts-tracker.html
Volatility Futures and Options. Every month around the day of VIX expiration, I make forecasts for the following month. Here is a link to Google Docs spreadsheet. Subscribe to: Posts (Atom). The information in this website does not constitute investment advice or an offer to invest or to provide management services. Email your questions to onlyvixx@gmail.com, or follow me on twitter @onlyvixx. Volatility ETFs and ETNs. The Intelligent Investor Blog. Simple Trick to Convert Volatility. Don't Fear the Bear.
tradingtheodds.com
Volatility Risk Premium Strategy – And The (Preliminary) Outperformer Is … | TRADING THE ODDS
http://www.tradingtheodds.com/2015/01/volatility-risk-premium-strategy-and-the-preliminary-outperformer-is
PORTFOLIO and TRACK RECORD. MARKET TIMING and QUANTITATIVE ANALYSIS. A quantitative approach to profit in worldwide equity and futures markets, trading the markets like professional card counters are playing Blackjack or expert poker players are playing Poker. The key is to have the odds on your side and bet accordingly, knowing what, when, where, why and how much to bet on each trade or wager. Follow me on Twitter. Posted on Tuesday, January 27, 2015, 11:14 AM GMT 1. See button on the right). Umerics , V.
onlyvix.blogspot.com
How To Manipulate VIX Settlement Price | Volatility Futures & Options
http://onlyvix.blogspot.com/2011/10/how-to-manipulate-vix-settlement-price.html
Volatility Futures and Options. Oct 6, 2011. How To Manipulate VIX Settlement Price. Update 12/25/2013: I published a retraction of the post here. VIX settlement value is determined by a Special Opening Quotation. How this would work in practice:. 1 On Tuesday before VIX expiration before the close, a trader purchases a significant amount of VIX calls, ATM or slightly OTM, that have the most potential gain from an unanticipated VIX increase. Economic significance of such manipulation depends on VIX optio...
onlyvix.blogspot.com
Volatility Bookshelf | Volatility Futures & Options
http://onlyvix.blogspot.com/p/volatility-bookshelf.html
Volatility Futures and Options. Here are some books that I have found useful or informative for volatility trading, or trading in general, and a few that I suggest to skip. If you have questions about these book, or want me to review a different publication email me or leave a comment. Dynamic Hedging - before NN Taleb became a philosopher he wrote an excellent book on options. There are no formal theories here, but a lot of helpful heuristics (in the best sense of the word) and good intuition. Two books...
onlyvix.blogspot.com
VIX, VIX Futures, and VIX ETNs - Interview with John Hwang | Volatility Futures & Options
http://onlyvix.blogspot.com/2014/01/vix-vix-futures-and-vix-etns-interview.html
Volatility Futures and Options. Jan 7, 2014. VIX, VIX Futures, and VIX ETNs - Interview with John Hwang. John “Hojun” Hwang is the author of VIX, VIX Futures, and VIX ETNs. Tell us - how did you get started in finance? Also, the multi-dimensional nature of derivatives trading really interested me. At the time, I thought the only way to make money was through taking directional bets. I found taking views on the velocity of the market just as interesting as predicting its direction. The first lesson is tha...
onlyvix.blogspot.com
Volatility Indexes | Volatility Futures & Options
http://onlyvix.blogspot.com/p/volatility-indexes.html
Volatility Futures and Options. AlphaShares Chinese Volatility Index. India NSE Volatility Index. Italy MIB Volatility Index. Russell 2000 Volatility Index. JSE Securities South African Volatility Index. Deutsche Borse VDAX-NEW Volatility Index. Dow Jones EURO STOXX 50 Volatility Index. Deutsche Borse VSMI Volatility Index. CAC 40 Volatility Index. FTSE 100 Volatility Index. CBOE S&P 500 Volatility Index. KOSPI 200 Volatility Index. Dow Jones Industrial Average Volatility Index. CBOE S&P Volatility Index.
onlyvix.blogspot.com
Another Vol Arb Mutual Fund | Volatility Futures & Options
http://onlyvix.blogspot.com/2015/05/another-vol-arb-mutual-fund.html
Volatility Futures and Options. May 26, 2015. Another Vol Arb Mutual Fund. From Franklin K2 Alternative Strategies Fund. Canada) shows that one of the sub-managers trades volatility arbitrage strategies. There are four "candidates" and googling suggests that Basso Capital Management is the manager running volatility strategy. Performance of the fund has been lackluster, and management fees are quite high. Subscribe to: Post Comments (Atom). Volatility ETFs and ETNs. The Intelligent Investor Blog.
SOCIAL ENGAGEMENT