Bill Luby | TalkMarkets | Page 1
A private investor, with a focus on volatility, market sentiment, technical analysis, and ETFs.
Contributor's Links: VIX and More
Bill is Chief Investment Officer of Luby Asset Management LLC, an investment management company in Tiburon, California. Investment manager with an emphasis on volatility derivatives (VIX options, futures and exchange-traded products), ETPs and liquid alternative investments. Research interest ...more

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SPX Weekly Options Will Soon Be Available With Expirations Every Day Of The Week
Yesterday, the CBOE listed the first batch of SPX weekly options with a Tuesday expiration, starting with the April 26th and May 3rd expirations.
UVXY Dominates VIX ETPs By Dollar-Weighted Volume
For now, the VIX ETP space is dominated by the ProShares product suite.
VIX ETPs – What Can Go Wrong?
The VIX ETPs have quite a few quirks as a result of these quirks and their high volatility, there are considerable risks for both longs and shorts. 
VXX Premium To Indicative Value Falls Slightly To 26%
The future of VXX is uncertain, but the intent to file a new automatic shelf registration “as soon as practicable” is certainly a favorable development.
Point Hedges ETP Performance During Invasion Of Ukraine
Areas where exports from Russia and Ukraine are a significant portion of the global export market and whose disruption could have a significant impact on the global balance of supply and demand. 
Flight-To-Safety ETP Performance During Invasion Of Ukraine
Russia invaded Ukraine a little over a month ago, creating turmoil and panic in stocks and across a wide variety of asset classes and instruments.
VIX Teasing Seven Down Days In A Row, With Interesting Performance Implications
If the VIX is continuing to fall, then stocks are almost always continuing to rise, to the point they become overbought.
VXX Upside Vs. Downside Risk With No New Creation Units
The big questions are what to expect going forward and what are the risks to both long and short holders of VXX.
Barclays Suspends Creation Units For VXX
Earlier today, Barclays announced the suspension of issuance of new creation units as well as sales from inventory for two of its ETNs.
The Evolution Of The VIX
Volatility is notorious for clustering in the short-term, mean-reverting in the medium-term, and settling into multi-year macrocycles over the long-term.
Attempt At TVIXF Short Squeeze Fizzling Out
The delisted daily-double VIX ETN became the target of yet another copycat short squeeze effort.
Performance Of The VIX In The Two Weeks Before And After Presidential Elections
A convergence of concerns related to stimulus, elections, COVID-19, and earnings caused the VIX to jump 17.8% yesterday. How much of that was related to the election?
Updating The Current VIX-Based ETP Landscape
There is a lot going on in the markets, with several themes weighing on volatility or the potential for more volatility. 
Looking At Coronavirus Cases Per Million, By Country
The U.S. currently ranks 41st in terms of cases per million, with just 1/100th of the penetration in Iceland.
Tracking The Trajectory And Peak Of Coronavirus Cases
There are a number of factors that can affect how successful a country can be in containing the COVID-19 outbreak, conduct an appropriate number of tests and other factors.
Euro Zone VSTOXX ETNs Land On U.S. Beaches
Think the market is too complacent about election in France? Worried that the euro area is going to crumble under the weight of Italy’s struggles? Investors in the US will have another way to translate these ideas into actionable trades.
1 to 16 of 51 Posts