Aug 22, 2011
Volatility Review: Volatility contracts have
calmed a little - a surprise given what the recent history for the
previous contacts has been. A rundown of the weekly VIX, Euro
VolContracts, and the equity markets. Plus Mark Sebastian gives his
Volatility Viewpoints: Special guest Euan Sinclair author of several books including "Option Trading" and "Volatility Trading" and risk manager at Blue Fin Trading discusses measuring volatility. Euan's concept of barrier method or first exit time method vs. the standard close-to-close method.
Crystal Ball: An outlook on the Euro vol; Mark Sebastian looks into the crystal ball for the coming week.