sigmaoptions.blogspot.com
Sigma Options: November Soothsaying... Or Not.
http://sigmaoptions.blogspot.com/2009/11/novemeber-soothsaying-or-not.html
One Sigma Short Of A Black Swan. November Soothsaying. Or Not. As October trading is over it's time to look forward to the next month with reference to our new monthly pivots now set in stone, with the last trading day in October adding a fair bit of interest to the equation. The monthly pivots have been very influential on the resistance side of the equation, but with scarcely any relevance at all on the support side. This is fairly expected in a stong uptrend. But those low readings can and do drag on.
sigmaoptions.blogspot.com
Sigma Options: October 2009
http://sigmaoptions.blogspot.com/2009_10_01_archive.html
One Sigma Short Of A Black Swan. Cashing In My Chips. The big news of the day in optionstraderblogoshere is the VIX pumpage. Usually I would try to come up with some insightful market maxim, or a chart with pretty lines highlighting some statistical gobsmacker. Today I offer none of that. The only thing that mattered to me was that VIX HIT 30! And I won the bet. :) ). Perhaps I should gloat, or give Mark. A digital hard time and poke fun ad nauseum. High Stakes VIX Bet. Although gold option volatility ha...
sigmaoptions.blogspot.com
Sigma Options: November 2009
http://sigmaoptions.blogspot.com/2009_11_01_archive.html
One Sigma Short Of A Black Swan. November Soothsaying. Or Not. As October trading is over it's time to look forward to the next month with reference to our new monthly pivots now set in stone, with the last trading day in October adding a fair bit of interest to the equation. The monthly pivots have been very influential on the resistance side of the equation, but with scarcely any relevance at all on the support side. This is fairly expected in a stong uptrend. But those low readings can and do drag on.
sigmaoptions.blogspot.com
Sigma Options: January 2012
http://sigmaoptions.blogspot.com/2012_01_01_archive.html
One Sigma Short Of A Black Swan. Blogging At A New Space. I have recommenced blogging and for various reasons have started a new blog called. Options - The Naked Truth. Visit me there at optionsthenakedtruth.blogspot.com. Subscribe to: Posts (Atom). Options - The Naked Truth. VIX based trading - making profits on the "Fear Index"? The Essentials of Trading. Don Fishback's Market Update. Mish's Global Economic Trend Analysis. Subscribe in a reader. Blogging At A New Space. Credit Spread Myths Part 1.
sigmaoptions.blogspot.com
Sigma Options: Whither Gold?
http://sigmaoptions.blogspot.com/2009/10/whither-gold.html
One Sigma Short Of A Black Swan. Although gold option volatility has settled into what looks like a base of around 20%, it is still usefully above realized vols at around 15-16%. useful depending which side of the trade your on and presuming realized vols don't startle us all into a dither. Aside from what has become the normal 4 or 5 points premium, there doesn't seem to be a lot of buying interest in gold options (specifically calls), despite the gold-bug's scaremongering and ramping. So, whither gold?
sigmaoptions.blogspot.com
Sigma Options: Guru S&P500 Prognostications
http://sigmaoptions.blogspot.com/2009/10/guru-s-prognostications.html
One Sigma Short Of A Black Swan. In the absence of anything notable to report re my current obsession with gold, I'll have a look today at my guru call from Sept 30. (N.B. all the guru stuff is tongue in cheek and a bit of self derogation.) as you will recall I Went Out On A Limb. And called a medium term top on the S&P500. The 20day MA of the put call ratio I keep posting in the hope someone takes notice, is still highlighting extreme complacency. Subscribe to: Post Comments (Atom). Subscribe in a reader.
sigmaoptions.blogspot.com
Sigma Options: Going Out On A Limb
http://sigmaoptions.blogspot.com/2009/09/going-out-on-limb.html
One Sigma Short Of A Black Swan. Going Out On A Limb. No, I'm not embarking on a mission of McLean-esque spiritual discovery, but I am taking the unusual step of publicly calling a medium term top on stocks. The $64,000 question these days is - what constitutes a decent retracement? Dip buyers apparently are cashed up and are all over any divot, never mind actual dips. NB For amusement value only, there is no money riding on this. Subscribe to: Post Comments (Atom). Don Fishback's Market Update. VIX base...
sigmaoptions.blogspot.com
Sigma Options: The Limb I Went Out On Is Cracking Already
http://sigmaoptions.blogspot.com/2009/09/limb-i-went-out-on-is-cracking-already.html
One Sigma Short Of A Black Swan. The Limb I Went Out On Is Cracking Already. Amazing market we're in at this time. There is dip buying, then there is dip buying. Then again maybe not. at 15:15 we are selling off again. September 30, 2009 at 8:15 PM. Im loathe to comment until the close lest my ass gets whipsawed again. lol. But no doubt Ill have to update this post. September 30, 2009 at 8:33 PM. Subscribe to: Post Comments (Atom). Don Fishback's Market Update. Mish's Global Economic Trend Analysis.
sigmaoptions.blogspot.com
Sigma Options: The New VIX Reality
http://sigmaoptions.blogspot.com/2009/10/new-vix-reality.html
One Sigma Short Of A Black Swan. The New VIX Reality. An excellent post over at VIX And More about anchoring and expectations. Etc, anyway, Bill talks about the new VIX reality. At it tanks towards 20%. Previously, I've spoken about using technical analysis on the VIX, so long as it is only about creating boundaries of prove and disproof. Well, a solid break below what seemed to be a base of around 23% certainly disproved the 23% base hypothesis. Subscribe to: Post Comments (Atom). Subscribe in a reader.
