Featured Articles • Gold Volatility Is Cheap but Is It a Buy? • The CME’s Next Move? • Minimizing the Cost of Tail Risk Insurance • Drilling Down on VIX Mean Reversion
Gold Volatility Is Cheap but Is It a Buy?
While stock volatility appears to be going through a transition, volatility in gold has already been compressed by historical standards for over a year. Some thoughts about what is going on with GLD and the trading opportunities it presents in the current market environment.
The CME’s Next Move?
Mark Sebastian muses about some possible future developments for the CBOE and the CME, including some of the benefits that might arise from a combination of these two exchanges.
Minimizing the Cost of Tail Risk Insurance
Investors looking to protect their portfolios from tail risk should pay as much attention to costs in rising markets as they do to effectiveness in falling markets. This article compares the performance of several hedging strategies in 2012.
Drilling Down on VIX Mean Reversion
An analysis of 23 years of VIX data to determine the mean-reversion potential of the VIX for various VIX levels.
