Category Archives: Futures

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Weekly Market Commentary 8.22.14

The rally that began on August 8th has extended quickly and strongly to take $SPX to new intraday and closing all-time highs.  When it crossed over resistance at 1960, the $SPX chart improved from “bearish” to “neutral.”  If another all-time closing high is registered today, that will officially make the $SPX chart “bullish.” Equity-only put-call [...]

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Free VIX Webcast Series – Aug 25 – 27

In just over one week The Options Institute at CBOE will be offering three free webcasts discussing different aspects of the CBOE Volatility Index or VIX. On Monday August 25th I’ll start out with the basics of volatility indexes and introducing exactly what VIX is measuring.  In addition we will look at how the index has historically behaved [...]

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This Week in VIX – 8/8/2014

VIX was lower on the week by about 7%. However, from the close Monday to Friday VIX actually worked a bit higher and without Friday’s very impressive rally VIX may have finished the week higher. Looking at the chart below I find the highs on Thursday and Friday pretty interesting.   The highs surpassing last week’s close [...]

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Russell Index Reconstitution is Friday

June is the month when the good people over at Russell Investments undergo what is referred to as the Russell Reconstitution. This means on the last Friday in June all the Russell Indexes (yes there many more than just the Russell 2000) are rebalance and the membership changes around. To keep you from looking at [...]

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Why Should You Attend CBOE’s Risk Management Conference Europe?

CBOE will be hosting the 3rd annual CBOE Risk Management Conference Europe this September 3 – 5, 2014, at the Powerscourt Hotel in County Wicklow, Ireland (outside of Dublin).  Here are just five reasons why you should consider attending: Learn the latest trading strategies from practitioners — top institutional derivatives and volatility traders from the [...]