Three portfolios

Three portfolios.  All intended for medium risk, medium appreciation (e.g., 8% CAGR) over a 10+ year time frame.  Prices are at market close 26-May-2010.  Percentages are of total investment available. .. Portfolio A Cash/Money Market 10% Bonds  TIPS 5%   ACITX  $11.81 Bonds  Global 15%  TPINX  $12.69 Real Estate REIT 10% TVRVX   $19.74 Commodities Gold 5%  SGGDX  $27.89 Commodities General  5%  IGNAX   $15.59 …

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Free VIX option quotes, understanding European exercise on VIX options

Free delayed VIX option quotes are available from: CBOE (Symbol VIX, enter symbol in quote field on left side of the page), check “list all options” radio button and submit Yahoo provides VIX index quotes (symbol ^VIX) and options quotes. The VIX option symbols listed in the CBOE option chains have an “-e” at the end.  This indicates they have a European style exercise.  Unlike typical …

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Will the 2004 redux model predict the bottom—SPY at 105?

In February I created a 2010 trendline based on the behavior of the market in 2004, using the market bottom in early February 2010 as the anchor.  Looking at the chart below, the 2010 trendline predicts a bottom of this correction will be SPY at 105.  We’ll see. Of course people are concerned about a double dip in the market, but the macro-market factors are …

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Betting on fear to fade

Bought VIX June  puts at 4.6,  the VIX index was around 31 at the time.   Barring another bear market I think we will see the VIX pull back from the recent spikes. For related posts see: How to go long on the VIX index How to go short on the VIX index