Articles By: Bill Luby

The Correction As Seen in the ETP Landscape

The Correction As Seen in the ETP Landscape

The recent selloff in stocks, however, has been anything but an SPX pullback.

The Turnaround in Emerging Markets and VXEEM

The Turnaround in Emerging Markets and VXEEM

I also used the VXEEM:VIX ratio and some other data to support the idea that emerging markets have likely bottomed and are poised for a bounce.

A Very Middling Pullback, So Far

A Very Middling Pullback, So Far

Nary a selloff goes by these days without at least a handful of readers asking for an update of the SPX pullback table

VXX and VXZ Now Five Years Old!

VXX and VXZ Now Five Years Old!

I wanted to take a moment to acknowledge the fifth birthday of the two pioneering VIX ETPs : VXX and VXZ.

Performance of VIX ETPs in 2013

Performance of VIX ETPs in 2013

This is a recap the performance of the VIX ETPs in 2013 according to the leverage/maturity grid I have been publishing for several years

Was the VIX Too Low in 2013? No…

Was the VIX Too Low in 2013? No…

There was a time when investors would generally fret about the VIX being “too high”

Halloween Monsters

Halloween Monsters

I have elected instead to construct a portfolio of what I am calling the Halloween Monsters

Performance of VIX ETPs During Recent Debt Ceiling Crisis

Performance of VIX ETPs During Recent Debt Ceiling Crisis

That being said, today’s iteration of my graphical depiction (“field guide”) of the VIX ETP universe is somewhat of a compromise

A History of the VIX During Recent Political Battles

A History of the VIX During Recent Political Battles

VIX follows Democrats and Republicans who have been fighting over budgets and related matters since before any of us were born

Event Risk, Event Theta and the Next Week

Event Risk, Event Theta and the Next Week

Weekends pose a set of problems for the investor/trader, when there is an ongoing crisis or a reasonable risk that a new crisis lurks around the corner.

Revisiting the VIX-VXY Ratio

Revisiting the VIX-VXY Ratio

Two of my favorite bloggers both happened to mention me in reference to the VIX:VXV ratio in the past few days

SPX Pullback Table: The Fall From 1709

SPX Pullback Table: The Fall From 1709

I can’t remember the last time that the S&P 500 index pulled back from a recent high and I did not get at one request to update the table below

Expanded Performance of Volatility-Hedged and Related ETPs

Expanded Performance of Volatility-Hedged and Related ETPs

The issues are related to pullbacks in stocks, the VIX spikes associated with them, how to minimize portfolio volatility

How to Spot Risk Early

How to Spot Risk Early

Today’s column picks up on a theme I addressed in a March 2011 article in Expiring Monthly which was titled, Evaluating Volatility Across Asset Classes.

Charting the Recent Decline of the BRIC Components

Charting the Recent Decline of the BRIC Components

U.S. stocks are mostly green in today’s session

Top Posts of 2013 (Through First Half of Year)

Top Posts of 2013 (Through First Half of Year)

Every year I tabulate the most-read posts in this space

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