VEQTOR ETN (VQT) Begins Trading
Thu, Sep 2, 11:22 AM ET, by Bill Luby
Both volatility traders and long-term investors should be interested to know that Barclays launched the ...

Milestones Past, Present and Future
Thu, Sep 2, 2:32 AM ET, by Bill Luby
Several different milestones seem to be converging in time at the moment and I thought ...

More Top Emerging Markets ETFs
Tue, Aug 31, 2:12 AM ET, by Bill Luby
Entirely by accident, the theme of the last two charts of the week has been ...

Irrepressible Colombia (GXG)
Mon, Aug 30, 1:12 AM ET, by Bill Luby
While U.S. investors can be forgiven for thinking that stocks have been stuck in a ...

Google Fixes Gmail Problems Plaguing VIX and More Newsletter Subscribers
Fri, Aug 27, 11:32 AM ET, by Bill Luby
Apologies to all the VIX and More newsletter subscribers who have been victimized by Google's ...

More Strange Happenings in the VIX Term Structure
Fri, Aug 27, 2:12 AM ET, by Bill Luby
Today was a very unusual day in the land of VIX futures. As the VIX ...

VXX Weeklys Begin Trading Tomorrow
Wed, Aug 25, 2:52 PM ET, by Bill Luby
Thanks to a tweet from Adam Warner of the Daily Options Report for alerting me ...

VXX Implied Volatility Spikes into Expiration
Fri, Aug 20, 2:22 PM ET, by Bill Luby
With VIX options expiring on Wednesday and VXX options expiring today (technically tomorrow) in the ...

Looking Under the Hood of the Philly Fed Index Report
Thu, Aug 19, 2:12 PM ET, by Bill Luby
After mentioning the positive surprise in the July industrial production and July capacity utilization numbers ...

Industrial Production and Capacity Utilization Since 1988
Wed, Aug 18, 10:52 AM ET, by Bill Luby
After a streak of some lean economic data, the bulls were rewarded with a positive ...

Three Books for Approaching Behavioral Finance
Tue, Aug 17, 2:12 AM ET, by Bill Luby
In my recent travels I plucked two behavioral finance books out of airport bookstores. Apparently ...

Retail Sales Since 1992
Fri, Aug 13, 11:12 AM ET, by Bill Luby
The chart below looks at retail sales (seasonally adjusted, including food services) going back to ...

Surfing for Weekly Buy-Write Trades
Thu, Aug 12, 10:22 AM ET, by Bill Luby
One half hour into today's trading, I would expect to see some evidence that the ...

Today's Jump in the VIX Futures Term Structure
Wed, Aug 11, 12:12 PM ET, by Bill Luby
When we see a large VIX spike, I invariably see a similar spike in emails ...

What a Difference a Weekly Makes
Tue, Aug 10, 12:12 PM ET, by Bill Luby
Last week I made my first trade using weekly options. Part of the reason I ...

Weekly Options Gain Momentum
Tue, Aug 10, 2:22 AM ET, by Bill Luby
Up until a couple of weeks ago, it was almost impossible to find anyone who ...

Chart of the Week: July Nonfarm Payrolls
Mon, Aug 9, 10:52 AM ET, by Bill Luby
Any week the employment report is on the schedule, the big story is likely to ...

Thoughts on VECO After a 13% Fall
Fri, Aug 6, 2:12 AM ET, by Bill Luby
Less than two weeks ago, high flier Veeco Instruments (VECO) crushed second quarter earnings and ...

Economic Data Trends in Advance of Nonfarm Payrolls
Thu, Aug 5, 3:22 PM ET, by Bill Luby
A little over a month ago, in Trends in Economic Data Relative to Expectations, I ...

Record Call Activity in VXX
Wed, Aug 4, 12:12 PM ET, by Bill Luby
The iPath S&P 500 VIX Short-Term Futures ETN (VXX) saw record call volume yesterday, with ...

Wheat and the Commodity ETF Space
Wed, Aug 4, 10:12 AM ET, by Bill Luby
Anyone with even a passing interest in commodities has no doubt taken notice that the ...

XXV Has Arrived!
Mon, Aug 2, 7:42 PM ET, by Bill Luby
For day traders, the launch of triple ETFs ushered in a new era of highly ...

LSC Long-Short Commodities ETF Struggling Mightily
Fri, Jul 30, 1:22 PM ET, by Bill Luby
Launched in June 2008, the ELEMENTS S&P Commodity Trends Indicator ETN (LSC) was an immediate ...

Direxion and S&P Bring Dynamic Volatility Hedging to ETFs with VEQTOR
Thu, Jul 29, 1:12 PM ET, by Bill Luby
As the ETF space continues to evolve and push into new territory, such as strategy-in-a-box ...

Direxion Brings Dynamic Volatility Hedging to ETFs with VEQTOR
Thu, Jul 29, 12:52 PM ET, by Bill Luby
As the ETF space continues to evolve and push into new territory, such as strategy-in-a-box ...

SPX Range-Bound Chart
Wed, Jul 28, 1:12 PM ET, by Bill Luby
Further to yesterday's Leveraged ETFs, Volatility and Range-Bound Markets as well as my take on ...

Leveraged ETFs, Volatility and Range-Bound Markets
Tue, Jul 27, 12:52 PM ET, by Bill Luby
I noticed that Direxion, the dean of triple ETFs, has added a handful of tools ...

VXX Calls Attracting Interest
Tue, Jul 27, 0:12 AM ET, by Bill Luby
Since their launch just two months ago, options on the iPath S&P 500 VIX Short-Term ...

XXV and the New VIX ETN Landscape
Thu, Jul 22, 10:12 PM ET, by Bill Luby
While I was out of pocket for a few days, Barclays had the temerity to ...

VVUS as an Option Pricing Case Study
Thu, Jul 15, 1:52 PM ET, by Bill Luby
Trading in Vivus (VVUS) is halted this morning, as the biotechnology company's new weight-loss pill, ...

VVUS Implied Volatility Tops 700
Tue, Jul 13, 11:12 AM ET, by Bill Luby
From time to time I have highlighted extremely high implied volatility in individual securities such ...

Unusual Volatility Index Divergence
Tue, Jul 13, 2:22 AM ET, by Bill Luby
Since I have not seen this mentioned elsewhere, I thought I should point out that ...

VIX Futures Contango Bubble
Fri, Jul 9, 10:32 AM ET, by Bill Luby
Truth be told, there is no such thing as a "contango bubble," bit I like ...

Charting Jobless Claims
Thu, Jul 8, 11:12 AM ET, by Bill Luby
Concern about the employment situation have resulted in considerable churning - both in the financial ...

Spain Rallies
Wed, Jul 7, 11:42 AM ET, by Bill Luby
With all the excitement over the performance of Spain's soccer team in the World Cup, ...

Trends in Economic Data Relative to Expectations
Fri, Jul 2, 2:32 PM ET, by Bill Luby
Before the long weekend, I thought I would post a chart I use in which ...

Nonfarm Payrolls and Backsliding
Fri, Jul 2, 10:32 AM ET, by Bill Luby
This morning's nonfarm payrolls report confirms that the job creation portion of the economy which ...

Top Posts of 2010 (Midyear Edition)
Wed, Jun 30, 8:12 PM ET, by Bill Luby
This is the fourth year I have been reporting on the most popular posts at ...

VIX Showing Signs of Progressive Desensitization
Wed, Jun 30, 2:42 PM ET, by Bill Luby
Since hitting a high of 1219 April, the S&P 500 index has fallen below 1045 ...

Revisiting the Flight-to-Safety Trade
Tue, Jun 29, 11:32 AM ET, by Bill Luby
Once again the S&P 500 index approached the cliff at 1040 and for now at ...

Great Metaphor for the Financial Markets
Mon, Jun 28, 2:52 PM ET, by Bill Luby
For the patience-impaired, this is one instance where the wait is worth it...Hat tip: Bits ...

A German Perspective on the Recovery
Fri, Jun 25, 12:22 PM ET, by Bill Luby
Yesterday, in Fundamentals and the Recovery, I offered up a snapshot of the recovery in ...

Fundamentals and the Recovery
Thu, Jun 24, 2:32 PM ET, by Bill Luby
On several occasions in the past, I have leaned on the Federal Reserve Bank of ...

The Art of Being Wrong
Tue, Jun 22, 1:12 PM ET, by Bill Luby
Kathryn Schulz, a self-described 'wrongologist,' is the author of Being Wrong: Adventures in the Margin ...

Chart of the Week: U.S. Open Scorecards
Mon, Jun 21, 2:12 AM ET, by Bill Luby
I was pulled in quite a few different directions when considering this week's chart of ...

BP, Put Backspreads and the Disaster Trade
Thu, Jun 17, 2:12 PM ET, by Bill Luby
One of the more interesting trading setups is something I call the disaster trade. This ...

The Elusive Trading Range
Wed, Jun 16, 2:12 PM ET, by Bill Luby
During the course of the last year or two, stock market pundits have reminded me ...

Bernard Lagat and Trading Strategy
Tue, Jun 15, 1:42 AM ET, by Bill Luby
Over the weekend I had an opportunity to watch on television as Bernard Lagat ran ...

The Week in VIX and Volatility Posts
Fri, Jun 11, 12:32 PM ET, by Bill Luby
I have seen more excellent posts and articles on the VIX and volatility in various ...

Interesting Chart Utilizing Put to Call Ratios and Volatility
Thu, Jun 10, 12:42 PM ET, by Bill Luby
I received quite a few excellent submissions for last week's chart of the week contest ...

Weekly Chart of VIX and SPX
Tue, Jun 8, 2:32 AM ET, by Bill Luby
As I did the last time around, I have elected to share some of the ...

Chart of the Week: Weekly Volume Flow
Mon, Jun 7, 10:32 AM ET, by Bill Luby
Thanks to Charlie Thompson for submitting this week's winning chart of the week entry. Once ...

Highest Intraday VIX Readings
Fri, Jun 4, 12:32 PM ET, by Bill Luby
With stocks suffering a minor meltdown as I type this (DJIA 9997), I thought I ...

Yesterday's Unusually Low ISEE Equity Number
Thu, Jun 3, 3:12 PM ET, by Bill Luby
Yesterday's ISEE equities only closing value of 100 was sufficiently low that only once in ...

Chart of the Week Contest: Win One Free Year of Expiring Monthly
Thu, Jun 3, 1:22 AM ET, by Bill Luby
I had so much fun with the first reader submission edition of the chart of ...

Turmoil in the Oil Patch
Wed, Jun 2, 9:42 AM ET, by Bill Luby
Several factors have combined to create turmoil in the oil patch. Most notably, the Deepwater ...

Chart of the Week: SPX, Fibs and 200 Day MA
Tue, Jun 1, 10:32 AM ET, by Bill Luby
This week's chart of the week is an attempt to offer something relatively simple and ...

CBOE Launches Options on VXX and VXZ
Fri, May 28, 10:52 AM ET, by Bill Luby
The iPath S&P 500 VIX Short-Term Futures ETN (VXX) has been one of the most ...

The VIX, Rule of 16 and Realized Volatility
Fri, May 28, 2:12 AM ET, by Bill Luby
Two days ago, in Rule of 16 and VIX of 40, I discussed the Rule ...

Rule of 16 and VIX of 40
Tue, May 25, 2:22 PM ET, by Bill Luby
After a year or so of almost uninterrupted falling volatility, the last few weeks have ...

Guest Columnist for Steven Sears at Barron's
Thu, May 20, 1:12 PM ET, by Bill Luby
Steven Sears at Barron's has once again been kind enough to give me an opportunity ...

VIX Approaches Pre-2008 Record Highs
Thu, May 20, 10:42 AM ET, by Bill Luby
Prior to 2008, the VIX had only managed to nudge its way over 45 on ...

Volatility and Wide-Range Days with Neutral Closes
Tue, May 18, 10:52 AM ET, by Bill Luby
A reader notes: The VIX tends to move inversely with the market on a day-to-day ...

Brett Steenbarger's TraderFeed Archives
Fri, May 14, 10:22 AM ET, by Bill Luby
In the four years or so I have been using blogs as one of my ...

Recent Performance Divergence in European ETFs
Wed, May 12, 9:22 AM ET, by Bill Luby
With all the turmoil in Europe, I thought it would be interesting to check on ...

New Record for One Day Fall in the VIX
Mon, May 10, 9:12 PM ET, by Bill Luby
The VIX spikes up, but it rarely spikes down, today's action notwithstanding. In fact, today's ...

Chart of the Week: The Weekly VIX
Mon, May 10, 2:32 AM ET, by Bill Luby
There were so many fascinating developments in the financial markets during the week, that it ...

VIX Implied Volatility Exceeds 2008 Crisis Levels
Fri, May 7, 2:12 PM ET, by Bill Luby
VIX options are attracting so much attention that the implied volatility of the VIX is ...

Some Thoughts on the Seis de Mayo Mini-Crash
Fri, May 7, 2:12 AM ET, by Bill Luby
There are a lot of excellent charts and commentary out there, but before I called ...

S&P 500 Index Correction at Post-March '09 Average of 5.6%
Thu, May 6, 11:52 AM ET, by Bill Luby
A few minutes ago the S&P 500 index made an intraday low of 1151.49. While ...

VIX Tops are Notoriously Difficult to Call
Wed, May 5, 10:12 AM ET, by Bill Luby
...but I think 27.23 has a good chance of holding as a top. Of course, ...

VIX Unspikes as Stocks Rebound
Fri, Apr 30, 2:12 AM ET, by Bill Luby
How many days does it take to undo a 30% spike in the VIX? This ...

Short-Term and Long-Term Implications of the 30% VIX Spike
Wed, Apr 28, 2:22 AM ET, by Bill Luby
Today the VIX spiked 30.6% and closed over 22.00 (22.81) for the first time since ...

Chart of the Week: New 52-Week Highs
Mon, Apr 26, 10:12 AM ET, by Bill Luby
There has been a good deal of debate in the investment community lately about whether ...

Content Update
Sat, Apr 24, 7:32 PM ET, by Bill Luby
Lately this blog has been unusually quiet, but there is still a lot going on ...

Chart of the Week: Goldman Sachs
Mon, Apr 19, 10:42 AM ET, by Bill Luby
There is no reason to get fancy with this week's chart of the week. The ...

MarketSci on the Stock of the Week 'Sequential Portfolio'
Thu, Apr 15, 2:22 AM ET, by Bill Luby
In case anyone missed it, I thought I should highlight an excellent discussion of the ...

Technical Resistance Looms in S&P 500 Index
Tue, Apr 13, 7:12 PM ET, by Bill Luby
With a strong earnings report coming from Intel (INTC) after hours, the futures are pointing ...

Chart of the Week: 10-Year Treasury Note Yield
Mon, Apr 12, 2:52 AM ET, by Bill Luby
I'll be the first to admit that I have never considered myself a 'bond guy' ...

Some More High Short Interest Stocks
Thu, Apr 1, 3:12 PM ET, by Bill Luby
Yesterday's Short Squeeze Portfolio One Year Later highlighted seven stocks and two ETFs which had ...

Short Squeeze Portfolio One Year Later
Thu, Apr 1, 1:22 AM ET, by Bill Luby
In retrospect, I must have been a fool in February 2009 and a genius in ...

Some Favorite ETF Sites
Tue, Mar 30, 12:42 PM ET, by Bill Luby
Since last week's mention of ETFreplay.com as one of my favorite up-and-coming ETF sites, a ...

Chart of the Week: Impact of Falling Euro on Stocks and Commodities
Mon, Mar 29, 2:12 AM ET, by Bill Luby
Given all the general economic problems facing Europe and the sovereign debt issues related to ...

Volatility Skew Charts from Livevol
Fri, Mar 26, 11:52 AM ET, by Bill Luby
Yesterday's post on ETFreplay.com triggered so many favorable comments about this site and their graphics ...

ETFreplay.com Brings ETFs, Volatility and Charts Under One Roof
Thu, Mar 25, 8:12 PM ET, by Bill Luby
As a full-time investor and part-time blogger, I have a weakness for web sites that ...

CME to Use VIX Methodology for New Crude Oil, Corn, Soybean and Gold Volatility Indices
Wed, Mar 24, 4:12 PM ET, by Bill Luby
Earlier this month, the Chicago Mercantile Exchange (CME) announced they are collaborating with the Chicago ...

Expiring Monthly: The Option Traders Journal Launches Today
Mon, Mar 22, 4:42 PM ET, by Bill Luby
For those who may have missed it, today is the official launch of Expiring Monthly: ...

Chart of the Week: VIX After 2002 Bottom
Mon, Mar 22, 11:12 AM ET, by Bill Luby
With all the comments I have heard about the persistent falling volatility, one would think ...

Bears Emboldened By Low CBOE Equity Put to Call Ratio
Fri, Mar 19, 11:12 AM ET, by Bill Luby
Truthfully, I have not surveyed our ursine friends this morning, so I really have no ...

Chart of the Week: RUT vs. DJIA
Mon, Mar 15, 9:42 AM ET, by Bill Luby
Among the many ways to evaluate the speculative activity in stocks is to evaluate the ...

Chart of the Week: Updated Nonfarm Payrolls and Unemployment Rate
Mon, Mar 8, 11:32 AM ET, by Bill Luby
Any week that the employment report is released, that data is automatically in the running ...

VIX Price Channel Chart
Fri, Mar 5, 3:12 PM ET, by Bill Luby
Today I am concluding my presentation of some of the charts I received as entries ...

Annotated VIX Downtrend Symmetry Channel
Thu, Mar 4, 12:22 PM ET, by Bill Luby
Not surprisingly, I received quite a few VIX charts in last week's chart of the ...

Correlation of VIX and "VIX Index" Searches on Google
Thu, Mar 4, 1:22 AM ET, by Bill Luby
In retrospect, recognizing only one winner for the chart of the week contest was probably ...

Charting 101
Sat, Feb 27, 12:12 PM ET, by Bill Luby
Given the dismal response to the chart of the week contest, I thought a couple ...

Chart of the Week Contest Wide Open
Sat, Feb 27, 11:32 AM ET, by Bill Luby
Much to my surprise and disappointment, the response to the chart of the week contest ...

Top Submission for Chart of the Week Wins One Free Year of Expiring Monthly
Thu, Feb 25, 3:12 PM ET, by Bill Luby
Since I launched the chart of the week feature in November 2008 (I guess it ...

Nonfarm Payrolls Before and After Recessions
Wed, Feb 24, 7:52 PM ET, by Bill Luby
I was pleased to see that Sunday's Chart of the Week: A Broader Look at ...

Two Must Read Blogs for Volatility Aficionados
Tue, Feb 23, 1:12 PM ET, by Bill Luby
Lately I have been a little light on posting due to various commitments that have ...

One Month Until the Launch of Expiring Monthly: The Option Traders Journal
Tue, Feb 23, 1:22 AM ET, by Bill Luby
Just a quick reminder that the inaugural edition of Expiring Monthly: The Option Traders Journal, ...

Chart of the Week: A Broader Look at the U.S. Economic Recovery
Mon, Feb 22, 1:32 AM ET, by Bill Luby
Last week, in Chart of the Week: Retail Sales Recovering, I attempted to demonstrate that ...

Greece or Chinese Real Estate?
Fri, Feb 12, 11:32 AM ET, by Bill Luby
A couple of days ago I posed the question, Are You Watching Greece? While I ...

ProShares Adds Four New Triple ETF Pairs
Thu, Feb 11, 12:32 PM ET, by Bill Luby
When Direxion launched the first batch of triple ETFs back in November 2008, I may ...

SPX 1070 Looms Large…Again
Thu, Feb 11, 1:42 AM ET, by Bill Luby
Like any stock index, from time to time the S&P 500 index seems to hand ...

Are You Watching Greece?
Tue, Feb 9, 2:22 PM ET, by Bill Luby
Retail investors in the United States sometimes have difficulty staying on top of events and ...

But Am I Fast Enough to Play Cornerback?
Mon, Feb 8, 7:12 PM ET, by Bill Luby
Woody Allen once said, "Eighty percent of success is showing up." Now that VIX and ...

Largest Pullback Since March 2009 Rally Began
Thu, Feb 4, 5:52 PM ET, by Bill Luby
Given all the requests I have to update the table below, I guess it is ...

Greece, Spain and the Pulse of European Anxiety
Thu, Feb 4, 12:22 PM ET, by Bill Luby
Investors who are attempting to get a sense of the magnitude of anxiety about the ...

Fidelity Offering 25 iShares ETFs Commission Free
Wed, Feb 3, 4:12 PM ET, by Bill Luby
Mutual fund giant Fidelity has largely sidestepped the ETF revolution, but the company fired in ...

Mamis Overbought-Oversold Indicator
Wed, Feb 3, 2:12 AM ET, by Bill Luby
One of the books I have recommended frequently to beginning investors is When to Sell, ...

Introducing…Expiring Monthly: The Option Traders Journal
Tue, Feb 2, 1:52 AM ET, by Bill Luby
I am delighted to announce that I am joining forces with four of the top ...

SPX Pullback Now Second Largest Since March 2009
Fri, Jan 29, 3:22 PM ET, by Bill Luby
With today's continued drop in the SPX (low of 1073.18 with 45 minutes left in ...

Volatility Spotlight: InterOil (IOC)
Fri, Jan 29, 1:32 PM ET, by Bill Luby
The first individual stock I ever put under the volatility microscope on the blog was ...

VIX and Mix on Tap Tomorrow at Invest Like a Monster
Fri, Jan 29, 1:42 AM ET, by Bill Luby
Starting tomorrow (Friday) and running for two days, the optionMONSTER team (Jon Najarian, Pete Najarian, ...

Current Pullback Is Fourth Largest Since March 2009
Thu, Jan 28, 1:22 AM ET, by Bill Luby
With the futures on a bullish trajectory following President Obama's State of the Union speech, ...

Charting the Selloff with an Andrews Pitchfork
Tue, Jan 26, 10:12 AM ET, by Bill Luby
In yesterday's The SPX and an 85 Day Moving Average I expanded on the use ...

The SPX and an 85 Day Moving Average
Tue, Jan 26, 1:32 AM ET, by Bill Luby
In the beginning of November, in Chart of the Week: Reverse Engineering a Critical Moving ...

Chart of the Week: Weekly FXI
Mon, Jan 25, 1:22 AM ET, by Bill Luby
Investors who have been waiting for a significant VIX spike to signal a changing of ...

Chart of the Week: VXX Volume Surges
Tue, Jan 19, 1:42 AM ET, by Bill Luby
I decided to take a couple of weeks off at the beginning of the year ...

Chart of the Week: Regional Banks Rising?
Sun, Jan 10, 10:31 PM ET, by Bill Luby
In 2010 I have a bunch of indicators I will be looking at in order ...

Sideways Markets, Covered Calls and the RUT
Thu, Jan 7, 0:11 AM ET, by Bill Luby
I had originally thought that I might begin 2010 with a series of articles on ...

Triple ETF Options Landscape One Month After New Margin Rules
Tue, Jan 5, 9:21 PM ET, by Bill Luby
On December 1st, the Financial Industry Regulatory Authority (FINRA) implemented more stringent margin requirements for ...

SPX Historical Volatility at Two Year Low
Mon, Jan 4, 1:31 PM ET, by Bill Luby
While it is widely understood that the VIX has a tendency to fall during the ...

Chart of the Week: The VIX and Volatility in 2009
Sun, Jan 3, 3:31 PM ET, by Bill Luby
In this week's chart of the week, I take a look back at the entire ...

VIX and More 2009 Year in Review
Thu, Dec 31, 1:51 PM ET, by Bill Luby
While I thought the Top Posts of 2009 captured many of the high points on ...

Opinions Wanted: Predict the VIX on 12/31/2010
Thu, Dec 31, 1:41 AM ET, by Bill Luby
Let's see how well the wisdom of the crowds works.Instead of a simple poll, I ...

Some Blogroll Highlights
Tue, Dec 29, 8:51 PM ET, by Bill Luby
As the year winds down, many traders and bloggers have put things on autopilot. While ...

Top Posts of 2009
Mon, Dec 28, 2:31 PM ET, by Bill Luby
As this blog starts to get a little long in the tooth, I am having ...

An Incredible Year for Junk Bonds
Mon, Dec 28, 1:11 AM ET, by Bill Luby
It is that time of year where investors look back at 2009 and ahead toward ...

VIX and More and the 2010 Bespoke Roundtable
Thu, Dec 24, 10:41 AM ET, by Bill Luby
Just a quick note to let readers know that Bespoke Investment Group is out with ...

Some Approaches to Trading ETFs
Thu, Dec 24, 1:41 AM ET, by Bill Luby
Two days ago in ETFs Increasingly Dominate Trading, I mentioned that this blog will devote ...

ETFs Increasingly Dominate Trading
Tue, Dec 22, 0:51 AM ET, by Bill Luby
During the course of 2009, my trading transitioned from a lifelong habit of focusing primarily ...

200 Days Since March 6th Bottom
Fri, Dec 18, 2:41 PM ET, by Bill Luby
Just a quick note to inform those who follow such things that today marks 200 ...

Historical Volatility Pointing to a Sub-20 VIX
Thu, Dec 17, 1:31 AM ET, by Bill Luby
Just as I get in an extended discussion of historical volatility (HV), I note that ...

Adapting Annualized Volatility to Other Time Frames
Wed, Dec 16, 1:51 AM ET, by Bill Luby
In Calculating Centered and Non-centered Historical Volatility I attempted to walk through the steps and ...

The BRIC Bull
Tue, Dec 15, 1:21 AM ET, by Bill Luby
The last time I wrote about the relative performance of the BRIC countries was a ...

Chart of the Week: A Month of New Sector Leadership
Mon, Dec 14, 0:51 AM ET, by Bill Luby
During the course of the past month or two, stocks have drifted sideways, lacking buying ...

Put to Call Ratio and the Probability of a Downturn
Fri, Dec 11, 2:11 AM ET, by Bill Luby
In the last day or two I have been fielded several questions about put to ...

When Did Volatility Bottom?
Thu, Dec 10, 1:21 AM ET, by Bill Luby
If an investor were to have a VIX-centric view of the universe, he or she ...

Calculating Centered and Non-centered Historical Volatility
Wed, Dec 9, 3:41 AM ET, by Bill Luby
Yesterday in What Is Historical Volatility? I attempted to provide a brief overview of historical ...

What Is Historical Volatility?
Tue, Dec 8, 1:11 AM ET, by Bill Luby
The volatility universe splits fairly neatly into two halves: historical volatility (HV) and implied volatility ...

Chart of the Week: Dollar Rising?
Mon, Dec 7, 1:31 AM ET, by Bill Luby
Friday was a reminder that the dollar will not go down every single day in ...

New Dr. Brett Series on Lessons for Developing Traders
Fri, Dec 4, 1:21 PM ET, by Bill Luby
If there is one blog on the web where I never seem to find the ...

VIX of 20 Spurring Market Correction?
Fri, Dec 4, 1:11 AM ET, by Bill Luby
As the chart below shows, the last two times the VIX has taken a run ...

Where Is VIX and More Headed?
Thu, Dec 3, 1:21 AM ET, by Bill Luby
I failed to mention it when it first came out a month ago, but anyone ...

Equity Put to Call Ratio Not Pointing to Correction
Wed, Dec 2, 2:41 AM ET, by Bill Luby
The recent Dubai debt crisis has spurred some investors to take some profits, protect their ...

Frontier ETFs
Mon, Nov 30, 8:11 PM ET, by Bill Luby
In yesterday's chart of the week, I looked at three ETFs with exposure to the ...

Frontier Country ETFs
Mon, Nov 30, 7:41 PM ET, by Bill Luby
In yesterday's chart of the week, I looked at three ETFs with exposure to the ...

Chart of the Week: Market Vectors Gulf States ETF (MES)
Mon, Nov 30, 2:31 AM ET, by Bill Luby
With all the hoopla over the Dubai debt situation, I am surprised that there has ...

Best Article on Dubai Debt Problem and Related Issues I Have Seen Yet
Fri, Nov 27, 12:51 PM ET, by Bill Luby
I think the best way to look at crises (both big and small) is to ...

Dubai Debt Concerns Trigger Spikes in Foreign Volatility Indices
Fri, Nov 27, 2:21 AM ET, by Bill Luby
With the S&P 500 and NASDAQ futures both down approximately 3% as I type this ...

Recent Blog Links of Note
Wed, Nov 25, 3:11 AM ET, by Bill Luby
On a typical trading day, I read or skim posts from about 300 different blogs ...

SPX Strangle Pong Post-Mortem
Tue, Nov 24, 2:31 AM ET, by Bill Luby
When I first broached the idea of Strangle Pong (a strategy of selling a front ...

Chart of the Week: No More Free Lunch for Volatility Sellers?
Mon, Nov 23, 2:11 AM ET, by Bill Luby
One month ago the VIX closed at a 2009 record low of 20.69, so it ...

Peak Oil, IEA Whistleblower Update, etc.
Fri, Nov 13, 1:31 PM ET, by Bill Luby
I have been traveling and have had limited connectivity for the past few days, but ...

VIX Data to Support Availability Bias and Disaster Imprinting Hypothesis
Thu, Nov 12, 4:41 AM ET, by Bill Luby
At the risk of beating to death last week's theme of availability bias and disaster ...

IEA Whistleblower Says Oil Production Capacity Deliberately Overstated
Tue, Nov 10, 3:31 AM ET, by Bill Luby
I am neither an alarmist nor a conspiracy theorist, but I have been extremely concerned ...

Strangle Pong Update
Mon, Nov 9, 1:41 PM ET, by Bill Luby
On October 30th, in Strangle Pong, I talked about the possibility of legging into an ...

Chart of the Week: Unemployment Rates and Education
Mon, Nov 9, 2:11 AM ET, by Bill Luby
While I have a bias in favor of using home grown charts for my chart ...

Combining Bollinger Bands on Rates of Change in the VIX
Sat, Nov 7, 1:21 AM ET, by Bill Luby
As far as I can tell, I have not yet posted about the use of ...

Open Thread: How Has Your Trading Changed?
Thu, Nov 5, 1:11 PM ET, by Bill Luby
My recent foray into issues of investor psychology and behavioral finance assumes that traders have ...

The VIX:VXV Ratio, Availability Bias and Disaster Imprinting
Thu, Nov 5, 1:31 AM ET, by Bill Luby
Once a popular subject in this space, the VIX:VXV ratio appeared to be a casualty ...

Availability Bias and Disaster Imprinting
Wed, Nov 4, 2:21 AM ET, by Bill Luby
After I dashed off The VIX Spike Conundrum, it occurred to me that there might ...

The VIX Spike Conundrum
Tue, Nov 3, 0:11 AM ET, by Bill Luby
I have been absolutely astonished by the number of comments I have seen in the ...

Chart of the Week: Reverse Engineering a Critical Moving Average
Mon, Nov 2, 2:31 AM ET, by Bill Luby
This week's chart of the week is a simple reminder that while many of us ...

Pullback Surpasses 2009 Mean
Fri, Oct 30, 2:11 PM ET, by Bill Luby
While this might not provide a great deal of comfort to longs, I have updated ...

VIX Up 26% to 31.20
Fri, Oct 30, 1:51 PM ET, by Bill Luby
For the record, the VIX only spiked more than 26% on two days during the ...

Strangle Pong
Fri, Oct 30, 12:31 PM ET, by Bill Luby
For the moment at least, it appears as if the S&P 500 index has encountered ...

The Calendar Effect and Time Decay
Fri, Oct 30, 1:31 AM ET, by Bill Luby
Since the beginning of last year, I have periodically discussed what I call "calendar reversion," ...

VIX Spike of 35% in Four Days Is Short-Term Buy Signal
Thu, Oct 29, 1:31 AM ET, by Bill Luby
It has been awhile since I posted one of my VIX studies and given the ...

VIX Currently 20% Over 10 Day Moving Average
Wed, Oct 28, 3:51 PM ET, by Bill Luby
At 27.22, the CBOE Volatility Index (VIX) is currently at its highest level since the ...

VIX Spike and VIX Futures Contango Means…
Wed, Oct 28, 12:11 PM ET, by Bill Luby
Sometimes I like to skate around some of the salient points of volatility rather than ...

VIX Spike and Futures Contango Means…
Wed, Oct 28, 11:31 AM ET, by Bill Luby
Sometimes I like to skate around some of the salient points of volatility rather than ...

The Post of the Month: An Informal History of VIX and More
Tue, Oct 27, 7:11 PM ET, by Bill Luby
From time to time I like to look back in the archives of VIX and ...

Does the Pullback Have Legs?
Mon, Oct 26, 3:51 PM ET, by Bill Luby
With stocks starting to show some signs of stability in the last half hour of ...

Breaking Down the Weakness in Transports
Mon, Oct 26, 2:51 PM ET, by Bill Luby
Yesterday's Chart of the Week: Falling Transports looked at the recent weakness in the Dow ...

Chart of the Week: Falling Transports
Mon, Oct 26, 2:31 AM ET, by Bill Luby
For the most part, last week saw some mild negative numbers in most of the ...

Trading Resources: Print and Electronic Magazines
Fri, Oct 23, 1:41 PM ET, by Bill Luby
In keeping with the theme of thinking like a biotech firm and the trader development ...

Disappointment Lurks as Volume Surges in VXX
Thu, Oct 22, 9:41 AM ET, by Bill Luby
At the beginning of the month, when I penned Why VXX Is Not a Good ...

Anchoring and a VIX of 20
Wed, Oct 21, 12:11 PM ET, by Bill Luby
I can't quite decide whether to be delighted or puzzled that so many people seem ...

Diving a Little Deeper into the Strategy-in-a-Box ETFs
Tue, Oct 20, 2:51 AM ET, by Bill Luby
I was sufficiently pleased by the response to my strategy-in-a-box ETFs post that it seems ...

VIX Narrowly Misses New Consecutive Day Decline Record
Mon, Oct 19, 8:11 PM ET, by Bill Luby
After falling for a record-tying ten consecutive days, the VIX narrowly missed setting a new ...

Chart of the Week: Strategy-in-a-Box ETFs
Mon, Oct 19, 1:11 AM ET, by Bill Luby
With interest growing in actively managed ETFs, there is another category of ETFs (and ETNs) ...

Interesting 'Pseudo VIX Buy-Write' Trade Idea
Fri, Oct 16, 3:11 PM ET, by Bill Luby
Vance at VIX Based Trading runs a blog devoted largely to using the VIX as ...

TradeKing's Options Screening Tools
Fri, Oct 16, 3:11 AM ET, by Bill Luby
When TradeKing launched their stock and options brokerage back in December 2005, I was one ...

Blogging Network a Better Buy Than BusinessWeek?
Wed, Oct 14, 12:31 PM ET, by Bill Luby
I consider myself a trader who happened to fall into blogging originally as a means ...

The 52 Week Lookback Period and New Highs/Lows
Tue, Oct 13, 1:21 PM ET, by Bill Luby
Market breadth is a great tool. It can be used to evaluate momentum and also ...

Implied Volatility Flat Ahead of Bank Earnings
Mon, Oct 12, 6:02 PM ET, by Bill Luby
With some very important earnings in the financial sector coming up this week (JPM on ...

Trader Stage Development Model – Version 2.0
Tue, Oct 6, 1:21 AM ET, by Bill Luby
I was delighted to see the positive response to my draft trader stage development model, ...

Chart of the Week: NASDAQ TRIN
Mon, Oct 5, 1:51 AM ET, by Bill Luby
The NASDAQ TRIN is an indicator I generally hear very little about, yet in a ...

Post-Employment Report Links
Fri, Oct 2, 11:31 AM ET, by Bill Luby
As is usually the case here, in these links I give preference to material that ...

Why VXX Is Not a Good Short-Term or Long-Term Play
Fri, Oct 2, 2:21 AM ET, by Bill Luby
During the last month, the iPath S&P 500 VIX Short-Term Futures ETN (VXX) has been ...

Pullbacks in the 2009 Bull Market
Thu, Oct 1, 12:41 PM ET, by Bill Luby
Nearing the halfway point in today's trading session, the S&P 500 index has made an ...

The Trader Stage Development Model and the Jump from Stocks to Options
Wed, Sep 30, 3:51 PM ET, by Bill Luby
First, thanks to all who commented or wrote to me about the trader stage development ...

Draft Trader Stage Development Model
Tue, Sep 29, 12:11 PM ET, by Bill Luby
One of the underappreciated joys of blogging is the wide variety of people who you ...

Chart of the Week: VIX Macro Cycles and a New Floor in the VIX
Mon, Sep 28, 11:21 AM ET, by Bill Luby
The last time I updated my as VIX macro cycle chart, a little more than ...

VIX Macro Cycles and a New Floor in the VIX
Mon, Sep 28, 1:31 AM ET, by Bill Luby
The last time I updated my as VIX macro cycle chart, a little more than ...

End of September Links
Fri, Sep 25, 2:11 AM ET, by Bill Luby
As always and in an effort to ensure minimal overlap with some of the other ...

Where and How to Analyze Treasury Auction Results
Tue, Sep 22, 8:11 PM ET, by Bill Luby
Following An Introduction to Treasury Auctions and The Recent Treasury Auction Brouhaha, I have received ...

Sources for Country Performance
Mon, Sep 21, 4:11 PM ET, by Bill Luby
In yesterday's Chart of the Week: YTD Country Performance, I suggested FINVIZ.com as a source ...

Chart of the Week: YTD Country Performance
Mon, Sep 21, 1:31 AM ET, by Bill Luby
In this week's chart of the week, I wish simply to make two points: If ...

September Expiration Links
Fri, Sep 18, 2:41 PM ET, by Bill Luby
I have been largely out of pocket this week, but thanks to my feed reader ...

Comfort Zones, Focus and Thinking Like a Biotech Firm
Fri, Sep 18, 1:11 PM ET, by Bill Luby
In yesterday's post, Kafka, Surrealism and Trading, I talked about the importance of getting out ...

Kafka, Surrealism and Trading
Wed, Sep 16, 2:11 PM ET, by Bill Luby
There are quite a few interesting stories breaking today, but since readers can find most ...

Livevol Pro: A World Class Suite of Volatility Tools
Mon, Sep 14, 2:11 AM ET, by Bill Luby
Long-time readers will know that when it comes to charts of implied and historical volatility, ...

Implied Volatility for the DJIA Components: Now vs. 52 Week Highs
Mon, Sep 14, 1:51 AM ET, by Bill Luby
As the one year anniversary of the Lehman Brothers bankruptcy rolls around, I can imagine ...

Recent Links of Note
Fri, Sep 11, 12:41 PM ET, by Bill Luby
With some excellent content appearing during the last couple of days, I could not help ...

Position Management for SPX Short Straddle
Thu, Sep 10, 12:11 PM ET, by Bill Luby
I suspect that when most investors make the jump from stocks to options, the most ...

Updating the Triple ETF Options Landscape
Wed, Sep 9, 3:11 PM ET, by Bill Luby
A month and a half ago, in Triple ETF Options Landscape, I published a table ...

Recent Developments in Gold and Gold Volatility
Tue, Sep 8, 8:11 PM ET, by Bill Luby
With the price of gold topping $1000 per ounce today for the first time since ...