MyBlogLog - WilliamL : New with me

WilliamL posted a blog entry

Fri, 27 Nov 2009 09:38:00 -0800

Best Article on Dubai Debt Problem and Related Issues I Have Seen Yet
I think the best way to look at crises (both big and small) is to think of them as learning opportunities. In the last year or...
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WilliamL posted a blog entry

Thu, 26 Nov 2009 23:14:00 -0800

Dubai Debt Concerns Trigger Spikes in Foreign Volatility Indices
With the S&P 500 and NASDAQ futures both down approximately 3% as I type this on concerns about the ability of Dubai World...
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WilliamL posted a blog entry

Tue, 24 Nov 2009 23:50:00 -0800

Recent Blog Links of Note
On a typical trading day, I read or skim posts from about 300 different blogs using the feeds from Google Reader. After being...
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WilliamL posted a blog entry

Mon, 23 Nov 2009 23:09:00 -0800

SPX Strangle Pong Post-Mortem
When I first broached the idea of Strangle Pong (a strategy of selling a front month strangle in the SPX one leg at a time), I...
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WilliamL posted a blog entry

Sun, 22 Nov 2009 22:52:00 -0800

Chart of the Week: No More Free Lunch for Volatility Sellers?
One month ago the VIX closed at a 2009 record low of 20.69, so it should not be a big surprise that realized volatility over...
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WilliamL posted a blog entry

Sun, 15 Nov 2009 23:38:00 -0800

Chart of the Week: Four Key Sectors Struggle
While I still have at least one and a half feet placed firmly in the bull camp, I am increasingly concerned with a number of...
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WilliamL posted a blog entry

Fri, 13 Nov 2009 09:54:00 -0800

Peak Oil, IEA Whistleblower Update, etc.
I have been traveling and have had limited connectivity for the past few days, but I note that the Peak Oil post has generated...
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WilliamL posted a blog entry

Wed, 11 Nov 2009 11:41:00 -0800

VIX Data to Support Availability Bias and Disaster Imprinting Hypothesis
At the risk of beating to death last week’s theme of availability bias and disaster imprinting as part of the explanation for...
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WilliamL posted a blog entry

Tue, 10 Nov 2009 04:28:00 -0800

IEA Whistleblower Says Oil Production Capacity Deliberately Overstated
I am neither an alarmist nor a conspiracy theorist, but I have been extremely concerned about Peak Oil long before I took on...
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WilliamL posted a blog entry

Mon, 09 Nov 2009 10:34:00 -0800

Strangle Pong Update
On October 30th, in Strangle Pong, I talked about the possibility of legging into an S&P 500 index strangle, starting with...
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WilliamL posted a blog entry

Sun, 08 Nov 2009 22:42:00 -0800

Chart of the Week: Unemployment Rates and Education
While I have a bias in favor of using home grown charts for my chart of the week, this week one chart in particular stuck in my...
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WilliamL posted a blog entry

Fri, 06 Nov 2009 16:21:00 -0800

Combining Bollinger Bands on Rates of Change in the VIX
As far as I can tell, I have not yet posted about the use of Bollinger bands in conjunction a rate of change (ROC) indicator to...
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WilliamL posted a blog entry

Thu, 05 Nov 2009 09:41:00 -0800

Open Thread: How Has Your Trading Changed?
My recent foray into issues of investor psychology and behavioral finance assumes that traders have learned a number of lessons...
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WilliamL posted a blog entry

Wed, 04 Nov 2009 22:22:00 -0800

The VIX:VXV Ratio, Availability Bias and Disaster Imprinting
Once a popular subject in this space, the VIX:VXV ratio appeared to be a casualty of the financial turmoil and record...
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WilliamL posted a blog entry

Tue, 03 Nov 2009 23:08:00 -0800

Availability Bias and Disaster Imprinting
After I dashed off The VIX Spike Conundrum, it occurred to me that there might be some aspects of behavioral finance that have...
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WilliamL posted a blog entry

Mon, 02 Nov 2009 20:57:00 -0800

The VIX Spike Conundrum
I have been absolutely astonished by the number of comments I have seen in the past few days to the effect that right now is an...
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WilliamL posted a blog entry

Sun, 01 Nov 2009 19:22:00 -0800

Chart of the Week: Reverse Engineering a Critical Moving Average
This week’s chart of the week is a simple reminder that while many of us like to standardize on 20, 50 and 200 day moving...
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WilliamL posted a blog entry

Fri, 30 Oct 2009 11:02:00 -0700

Pullback Surpasses 2009 Mean
While this might not provide a great deal of comfort to longs, I have updated the VIX and More Pullback Table to reflect...
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WilliamL posted a blog entry

Fri, 30 Oct 2009 10:46:00 -0700

VIX Up 26% to 31.20
For the record, the VIX only spiked more than 26% on two days during the financial crisis: September 29 and October 22, 2008.
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WilliamL posted a blog entry

Fri, 30 Oct 2009 09:18:00 -0700

Strangle Pong
For the moment at least, it appears as if the S&P 500 index has encountered strong resistance at 1100 and strong support...
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WilliamL posted a blog entry

Thu, 29 Oct 2009 22:19:00 -0700

The Calendar Effect and Time Decay
Since the beginning of last year, I have periodically discussed what I call “calendar reversion,” which is essentially a...
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WilliamL posted a blog entry

Wed, 28 Oct 2009 22:25:00 -0700

VIX Spike of 35% in Four Days Is Short-Term Buy Signal
It has been awhile since I posted one of my VIX studies and given the recent spike in the VIX, today’s action seemed like a...
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WilliamL posted a blog entry

Wed, 28 Oct 2009 12:38:00 -0700

VIX Currently 20% Over 10 Day Moving Average
At 27.22, the CBOE Volatility Index (VIX) is currently at its highest level since the beginning of the month. Perhaps more...
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WilliamL posted a blog entry

Wed, 28 Oct 2009 08:13:00 -0700

VIX Spike and VIX Futures Contango Means…
Sometimes I like to skate around some of the salient points of volatility rather than to try to hit readers over the head with...
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WilliamL posted a blog entry

Tue, 27 Oct 2009 15:55:00 -0700

The Post of the Month: An Informal History of VIX and More
From time to time I like to look back in the archives of VIX and More to see what I was blogging about during certain past...
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