Bill Luby | TalkMarkets | Page 3

Bill Luby

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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Latest Posts
33 to 48 of 51 Posts
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Playing Volatile Oil Prices
Sunday, March 13, 2016 6:15 PM EDT
It's important for everyone to internalize backspreads, their P&L chart and some of the tweaks. One can dramatically change probabilities and payoffs by modifying strikes (including making use of in-the-money strikes, for instance) and expirations.
In this article: USO, VXX, XOP, RSX
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The Year In VIX And Volatility (2015)
Tuesday, January 5, 2016 2:32 PM EDT
During August we saw the largest one-week VIX spike (+113%) that resulted from unprecedented back-to-back days of VIX spikes of more than 45%!
In this article: VIX Also: SPX
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Every Single VIX ETP (Long And Short) Lost Money In 2015
Monday, January 4, 2016 6:16 AM EDT
The big story is that in 2015, not one of those VIX ETPs was profitable. In fact, the mean VIX ETP lost over 21% for the year.
In this article: VIX Also: XIV(RETIRED), ZIV, VXX, VXZ, VXUP, VXDN
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The Case Against High Stock Market Volatility In 2016
Saturday, January 2, 2016 4:20 PM EDT
Every pundit has unveiled their 2016 crystal ball and almost without exception, the consensus is for a significant rise in volatility. While I understand their rationale, I can add little value by rubber-stamping the consensus opinion.
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Enhancing Performance With Low Volatility ETPs
Sunday, December 27, 2015 4:37 PM EDT
Research supports the claim that low volatility and low beta stocks in the United States and across the globe outperform high volatility and high beta stocks, with low volatility stocks generating substantially higher risk-adjusted returns.
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The Current VIX ETP Landscape
Monday, December 7, 2015 7:28 AM EDT
While the VIX ETP market is showing some signs of maturing, there are many new and exciting developments in terms of low volatility ETPs and more broadly in the ETP space in general
In this article: VIX Also: CVOL, SVXY, TVIX, UVXY, VIXY, VQT, SPY, VXX, VXZ, SPX, VXUP, PHDG, VQTS
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VIX Weekly Futures And Options Expire Tomorrow (Tuesday); Last Trading Day Is Today
Monday, November 23, 2015 2:10 PM EDT
Just a quick public service announcement to remind traders of VIX futures and options that the VIX weekly futures and options, which the CBOE launched earlier this year, will expire tomorrow instead of the usual Wednesday expiration.
In this article: VIX
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China Growth And Market Structural Integrity Top List Of Fear Poll Concerns
Thursday, September 3, 2015 6:31 AM EDT
Without too much of a stretch, one could lump currency problems, deflation, low crude oil prices and falling commodities prices in general into a broader China-related bucket and suddenly the China + ripple effect accounts for about 50% of the votes.
In this article: GXC, VIX
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Third Biggest And Second Longest SPX Peak To Trough Pullback Since March 2009
Tuesday, August 25, 2015 4:21 PM EDT
Sharp selling and higher volatility has been present for many months in commodities and currencies. Only recently has the selling and higher volatility spilled over into Chinese equities and emerging markets as a whole.
In this article: SPX, VIX Also: EEM, TAO, ASHR, VXEEM
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Last Two Days Are #5 And #6 One-Day VIX Spikes In History
Tuesday, August 25, 2015 11:24 AM EDT
Based on the data for all VIX spikes in excess of 30%, the SPX ​has a tendency to outperform its long-term average over the course of the 1, 3 and 5-day periods following the VIX spike
In this article: SPX, VIX Also: TVIX, XIV(RETIRED), ZIV, VXX, VXZ
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Seizing Opportunity From Stock Market Volatility
Sunday, July 12, 2015 8:06 PM EDT
A cocktail of everything from Greece, China, Puerto Rico, the FED to the NYSE has turned a relatively quiet Q2 into a much more menacing volatility environment in Q3.
In this article: IWM, RVX, VIX
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VIX Spikes 34% And What To Expect Going Forward
Tuesday, June 30, 2015 2:57 AM EDT
We saw a 34.5% VIX spike, the eleventh largest in the history of the VIX.
In this article: VIX
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Longest SPX Peak To Trough Pullback Since 2012
Monday, June 29, 2015 8:29 PM EDT
I will start by updating an old favorite table that invariably is the subject of many requests whenever stocks begin to show signs of a meaningful pullback, as is the case today.
In this article: SPX, NDX
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Average Annual Normalized VIX Futures Term Structure, 2004-2014
Wednesday, January 28, 2015 3:36 AM EDT
One graphic I post periodically that never fails to generate a great deal of interest among traders, strategists and other volatility aficionados is my normalized VIX futures term structure graph.
In this article: VIX
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The Year In VIX And Volatility (2014)
Monday, January 26, 2015 4:49 AM EDT
2014 was a very quiet year for the VIX, with a mean close of just 14.19 for the year, which is the lowest the VIX has been since 2006 and third lowest since 1995.
In this article: SPX, VIX
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2014 Had Third Highest Number Of 20% VIX Spikes
Tuesday, January 6, 2015 1:41 PM EDT
Just as you can drown in a river with an average depth of one inch, anyone who was short the VIX when it spiked all the way up to 31.06 in October knows that minimum and maximum readings are important.
In this article: VIX, VXX
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33 to 48 of 51 Posts
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