Below I’ve listed some of the most popular posts I’ve written over the last four years and provided an index
- Trading in an IRA and Avoiding “Free Riding”
- Taming Inverse Volatility WIth a Simple Ratio
- Top 15 Questions about Trading in an IRA
- Top 10 Questions about Dividends
- Ex-Dividend and Pay Dates for Lots of ETFs
- Dividend Capture Strategies
- How Does Volatility Shares’ SVIX Work?
- How Does Volatility Shares’ UVIX Work?
- Why Do We Need the New SHORTVOL & LONGVOL Volatility Indexes?
- How Does SVXY Work?
- How Does the VIX Index Work?
- How Does VXX Work?
- How Does UVXY Work?
- Review of StreetSmart Edge
- Free Option Charts
- All USA-based Volatility ETF/ETPs
- Going Short on the VIX
- Going Short on VXX
- Inverse Volatility—The Winner is SVIX
- How Much Should We Expect the VIX to Move?
- FAQ on VIX “The Fear Index”
INDEX
Dividend Capture
Dividends
- Ex-dividend dates and distribution dates for many ETFs
- SPY / IVV / VOO ex-dividend dates
- Top 10 questions about dividends
- Profiting from Special Dividends, What Might Work
- Protecting High Yield Investments with a Simple Ratio
- Assignment Risk, Short Calls, And Ex-Div Dates
General ETF information
- Why Arbitrage is Essential for Exchange Trade Products
- Comparing ETFs to Mutual Funds
- ETF Tools (e.g., AUM, short interest, shares outstanding)
- How ETFs Work
- Trading ETFs Without Getting Fleeced
- The Beginning of the End for Mutual Funds
- Can a Short Squeeze on an ETF Result in its Collapse?
- Under the Hood of a Leveraged ETP
- Sometimes Inverse / Leveraged ETPs Outperform Their Leverage Factors
- Credit risk with ETNs and ETFs
- ETPs: Six Things to Consider
- Trading Low Volume ETFs
- Evaluating Liquidity of Low-Volume ETFs
Exchange Traded Products (ETFs & ETNs) Misbehaving
- Credit Suisse Hits the Pause Button on TVIX (2012)
- TVIX Share Creation Process Restarts–And Investors Lose $277 Million (2012)
- Check This If You Think Your ETN/ETF is Broken
General Investing
- Review of Fidelity’s Active Trader Pro
- Review of Schwab’s StreetSmart Edge
- Schwab’s StreetSmart Edge in the Cloud
- Needed—a Way to “Flash Proof” Limit Orders
- The Stock Market and the Gambler’s Fallacy
- Computing the Sharpe & Sortino Ratios in Excel
- 10 Questions about Short Selling
- If There’s Liquidity It’s not a Short Squeeze
- Frank Roellinger’s Modified Davis Method
- High Sigma Events–There’re Not All Black Swans
Market Predictions
- Why 18.5 is the right PE for the S&P 500
- A 3D view of the S&P 500
- Sell in May and Go Away?
- Prediction S&P 500 Dec 31, 2015
- Will Market Reverse After Multiple Up/Down Days?
Market Modeling
- Predicting Stock Market Returns—Lose the Normal and Switch to Laplace
- Accurately Forecasting Multi-period Stock Market Returns
Options
- A Covered Call That’s Long Volatility
- Free Options Charts
- How to Trade Options on VIX
- Quotes on VIX options
- Most of the Greeks on VIX options are Wrong!
- Saving Money With Combination Orders
- Trading Options as a business
- Trading SPX options AM & PM expirations
- Understanding Covered Calls
- VIX Options Expiration Dates
- VXX options
- Weekly Options
- Riding the Pre-earnings IV Ramp
- The Catch With Making 2% to 3% Per Week
- The Myth of Option Weekend Decay
- The Black & Scholes Equation in a Single Excel Cell
Trading in IRAs
- Converting from a Traditional IRA to a Roth
- 15 Things about Trading in an IRA
- Trading in an IRA account, avoiding “free riding”
- Trading Puts in an IRA Account
- Trading Restrictions in IRAs
The Cboe’s VIX
- How does the CBOE’s VIX Work?
- No, the VIX is Not Broken
- Calculating the VIX—The Easy Part
- Calculating the VIXMO—The Easy Part
- Graphical VIX calculation & Term Structure
- How much should we expect VIX to Move?
- A Better Model for the VIX
- How Meaningful are the VIX’s Percentage moves?
Volatility—General
- Volatility Tool Box (e.g, VIX futures long vs short
- Volatility Tickers
- Links to Volatility-Related Indexes and Tickers
- Can Volatility ETFs & Futures blow up the market?
- Ranking of USA Volatility Funds
- Inverse / Leveraged Fund—the trend is your friend
- UVXY vs TVIX
- FAQ on the Fear Index
- Thoughts on the Flash Crash
- Short Term ETN/ETFs—not as short as you think
- So What if Volatility Funds Keep Growing?
- Volatility ETF/ETN as a Business
- Ten Questions about Mid-term Volatility
- The Volatility Watcher’s Toolkit
- Volatility Whitepapers
- Volatility and the Square Root of Time
- Precisely Forecasting Price Ranges with Volatility
Volatility—Futures
- VIX Futures: Crystal Ball or Insurance?
- VIX Volatility Futures Data from 2004
- A “Simple” model for Pricing VIX futures
Volatility Hedged Solutions
Volatility—Historical / Backtest Data
- The VIX index from 1986
- The VIX3M and VIX6M indexes calculated back to 1990
- XVZ Backtest from 2004
- Volatility ETP backtest from 2004 (e.g.,VXX, UVXY)
- Volatility ETP OHLC backtest from 2004
- ZIV Backtest from 2004
- VQT Backtest from 2004
- When a Hurricane Messes with a Volatility Index
Volatility—Long
- How does Volatility Share’s 2X leveraged UVIX work?
- Investing in the VIX—UVXY & TVIX are Close
- How to go long on the VIX / VXX
- How did TVIX work?
- How does VXX work?
- Estimated Date VXX’s Next Reverse Split
- How Does Volatility Shares’ UVIX Work?
- How does UVXY work?
- Estimated Date UVXY’s Next Reverse Split
Volatility—Short
- How does Volatility Share’s -1X leveraged SVIX work?
- Going short on VIX
- Going short on VXX
- Inverse Volatility—the Winner is SVIX
- XIV Termination Events
- Taming Inverse Volatility with VIX/VIX3M
- How Does Volatility Shares’ SVIX Work?
- How Does Volatility Shares’s ZIVB Work?
- How does SVXY work?
- Is Shorting UVIX / VXX / UVXY the Perfect Trade?
Volatility—Term Structure / Contango
- The Cost of Contango—it’s not the daily roll
- How Does VXX’s Daily Roll Work?
- SPX 1 to 3-month term structure at historic highs
- VIX Mid-term Futures contango at historic highs
- Live VIX term structure chart with VIN, VIF, VIX3M
- Volatility Term Structure is Driven by OTM Puts
- A “Simple” model for Pricing VIX futures
- Long Volatility Monthly & Yearly Decay Rates
Volatility ETNs—Under the Hood
Cryptocurrency
