vixmust 1.Ratio Of VIX To Realized Volatility Higher Than Any Year Since 1996

Ratio Of VIX To Realized Volatility Higher Than Any Year Since 1996 You +1'd this publicly. Undo Seeking Alpha-4 hours ago Before I dive into a series of posts about the VIX futures, I think it is important to add some context in the form of several observations about the ... The New World of VIX Futures Schaeffers Research (blog) Violent Disagreement Across VIX Futures ETF Daily News (blog) all 18 news articles »

ETF Daily News (blog)

1. It's Time to Buy Volatility You +1'd this publicly. Undo Minyanville.com-Sep 26, 2012 During the month of August, actual or realized volatility dropped ... Note that the HV, or actually realized volatility, rose even though the market ...

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2. VIX pointing Toward A Breakout You +1'd this publicly. Undo Examiner.com-Oct 1, 2012 Realized volatility is in the toilet at well below 10% over the last 10 days and right at 10% over the last 30 days. (See Photo 1). At the same time, ... Where Are We In The Volatility Cycle? iStockAnalyst

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3. A Hedger's Handbook Ahead of Earnings Season You +1'd this publicly. Undo Barron's-Oct 11, 2012 When stock prices gradually rise, realized volatility tends to decline as ... "In the blink of an eye, realized volatility can be at 20 and VIX can be ...

4. PowerShares To Add High Div/Low Vol ETF You +1'd this publicly. Undo NASDAQ-18 hours ago ... and then narrows down to the 75 stocks that showed the lowest realized volatility in the previous 12 months, according to SPHD's prospectus.

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5. A Little 'Variance' In Your Diet… You +1'd this publicly. Undo Schaeffers Research (blog)-Oct 3, 2012 Quite simply, you made a wise decision net owning options if the realized volatility of the underlying instrument going forward exceeded the ...

6. S&P 500 Low Volatility High Dividend Index Launched by S&P Dow ... You +1'd this publicly. Undo PR Newswire (press release)-Oct 15, 2012 The 75 selected highest yielding stocks are then ranked in ascending order by their realized volatility. The top 50 securities with the lowest ...

7. THE MCGRAW-HILL COMPANIES, INC. : S&P 500 Low Volatility ... You +1'd this publicly. Undo 4-traders-Oct 15, 2012 order by their realized volatility. The top 50 securities with the lowest realized volatility form the index. For more information on the S&P 500 Low ...

8. PowerShares to Introduce Low Vol High Dividend ETF You +1'd this publicly. Undo Benzinga-Oct 15, 2012 ... selects the 50 securities with the lowest realized volatility for inclusion in the Underlying Index, according to the statement. The stocks with the ...

Tracking Down Volatility Arbitrage Opportunities You +1'd this publicly. Undo Schaeffers Research (blog)-Sep 19, 2012 His forward-looking realized volatility (RV) estimates are proprietary, so I can't go into that. But we can look at the implied volatilities (IV), et. al.