Dec 12, 2011
Volatility Views 33: The Art of Managing Volatility
Volatility Review: VIX has been up and down around the 30-handle, but now it is time for it to begin to settle at a more normal level. Friday was quarterly expiration day in the Euro VoContract futures, with the front one-month and the December three-month going out.
Volatility Viewpoint: Today's guest, Chris Cole, Managing Director at Artimus Capital Management, sits down to discuss VIX options and futures, volatility doldrums, and the trading approach at Artimus.
Ball: VIX is a coin flip with regard to both the long-term
and short-term mean. The gang looks at the January one-month and
March quarterly Euro VolContracts and their implied volatilities
versus potential realized vol.