Issue Nov 2012

The November expiration cycle was another relatively quiet one for volatility, with the VIX now unable to rise above the teens for four months and counting. In the November issue, Expiring Monthly tackles a number of timely issues.

Featured Articles

• The Predictive Value of Skew
• Does the Position Fit the Trade?
• Correlation Risk as a Tradable Factor and Return Predictor
• The Evolution of the Holiday Effect in VIX Futures