vixandmoreevals.blogspot.com
VIX and More: EVALS: EVALS Q2 2012 Update
http://vixandmoreevals.blogspot.com/2012/10/evals-q2-2012-update.html
VIX and More: EVALS. ETP Volatility Analysis Long/Short - A Model Portfolio of VIX ETPs. Sunday, October 7, 2012. EVALS Q2 2012 Update. I have received quite a few requests for more information about EVALS lately. While Q2 has been in the books for several months, I thought it might be useful for archival purposes to have a post that provides a summary of the second quarter and of the cumulative activity in EVALS from the November 17, 2011 launch. And a convertible bond ETP, CWB. The cumulative correlati...
vixandmoreevals.blogspot.com
VIX and More: EVALS: December 2011
http://vixandmoreevals.blogspot.com/2011_12_01_archive.html
VIX and More: EVALS. ETP Volatility Analysis Long/Short - A Model Portfolio of VIX ETPs. Sunday, December 4, 2011. EVALS Relaunches, Now Focusing on VIX Exchange-Traded Products. Two weeks ago I rolled out a revamped EVALS, giving VIX and More newsletter. Subscribers first crack at EVALS 2, which is now focusing on VIX-based ETPs. Today I will explain some of my thinking behind this new service offering, discuss some of the details of the new EVALS, and open up EVALS to a broader audience. Dec 20, Jan 17...
vixandmoreevals.blogspot.com
VIX and More: EVALS: EVALS Q1 2012 Update
http://vixandmoreevals.blogspot.com/2012/04/evals-q1-2012-update.html
VIX and More: EVALS. ETP Volatility Analysis Long/Short - A Model Portfolio of VIX ETPs. Sunday, April 1, 2012. EVALS Q1 2012 Update. I have received quite a few requests for more information about EVALS and with 4 ½ months since the relaunch of EVALS (or EVALS 2, if you wish) in the books, the end of the first quarter of 2012 seems like a good time to offer up some information about this model portfolio. Regarding the mechanics and performance of EVALS, here are some data that may be of interest:. Final...
vixandmoreevals.blogspot.com
VIX and More: EVALS: EVALS Q4 2012 Update: Up 61.97% for 2012 and 76.00% Since the November 2011 Inception
http://vixandmoreevals.blogspot.com/2013/01/evals-q4-2012-update-up-6197-for-2012.html
VIX and More: EVALS. ETP Volatility Analysis Long/Short - A Model Portfolio of VIX ETPs. Tuesday, January 15, 2013. EVALS Q4 2012 Update: Up 61.97% for 2012 and 76.00% Since the November 2011 Inception. As a reminder, EVALS is a model portfolio that trades the full universe of VIX volatility ETPs (there are currently 20 in all. On a long-only basis. The table below summarizes the monthly returns for EVALS, for the SPX, and for EVALS minus the SPX. Aggressive approach to trading volatility, utilizing prim...
vixandmoreevals.blogspot.com
VIX and More: EVALS: October 2012
http://vixandmoreevals.blogspot.com/2012_10_01_archive.html
VIX and More: EVALS. ETP Volatility Analysis Long/Short - A Model Portfolio of VIX ETPs. Saturday, October 13, 2012. EVALS Q3 2012 Update: Up 70.59% Since November 2011 Inception. The third quarter was an interesting period for volatility traders. Perhaps what is most notable about the quarter is not what happened, but what didn’t happen: a significant VIX spike. In fact there was only one day during the entire quarter that the VIX closed above 20.00 (July 24. 160; Q1 2012 – 7. The maximum peak to troug...
etfrewind.blogspot.com
ETF Rewind: Blogger Triple-Play
http://etfrewind.blogspot.com/2009/03/blogger-triple-play.html
Three of the web's most prominent financial bloggers have joined forces to offer you a unique package of insights to help navigate today's volatile markets. Now get three great market newsletter services all in one and save $318 (25%) off. The regular combined monthly subscriptions. Here is what you will receive:. Start your week right with Rob Hanna's weekly research letter. Bill Luby's weekend subscriber letter. How does your portfolio stack up to the market? As part of the three-day trial period, you ...
quantifiableedges.com
Using QE to Your Advantage – Subscriber Tools 1 – The Catapult & the CBI. | Quantifiable Edges
http://quantifiableedges.com/using-qe-to-your-advantage-subscriber-tools-1-the-catapult-the-cbi
Quantifiable Edges Big Time Swing System. Using QE to Your Advantage – Subscriber Tools 1 – The Catapult and the CBI. Using QE to Your Advantage – Subscriber Tools 1 – The Catapult and the CBI. Posted on February 7, 2011. So far in my series, “ Using Quantifiable Edges to your Advantage. Two things I found important when considering the predictability of capitulative selling resulting in a reversal were 1) institutional ownership and 2) liquidity. It is for this reason that I have always demanded bot...
vixandmoreevals.blogspot.com
VIX and More: EVALS: March 2011
http://vixandmoreevals.blogspot.com/2011_03_01_archive.html
VIX and More: EVALS. ETP Volatility Analysis Long/Short - A Model Portfolio of VIX ETPs. Wednesday, March 30, 2011. EVALS Q4 2010 and Full Year Update. EVALS turned in another impressive quarter during the final three months of 2010, gaining 20.8% for the quarter, posting gains in each month, and also topping the benchmark S&P 500 index in each month. The graphic below shows the monthly performance for EVALS and the SPX since the August 21, 2008 inception. Note that detailed monthly performance data ...
vixandmoreevals.blogspot.com
VIX and More: EVALS: EVALS One-Year Summary and Performance Update (+74.13%)
http://vixandmoreevals.blogspot.com/2012/12/evals-one-year-summary-and-performance_4200.html
VIX and More: EVALS. ETP Volatility Analysis Long/Short - A Model Portfolio of VIX ETPs. Saturday, December 1, 2012. EVALS One-Year Summary and Performance Update ( 74.13%). When I launched EVALS (whose formal name is E. Hort) in November of 2011, it was an effort to address requests made by many of the VIX and More newsletter. In terms of risk-adjusted performance, EVALS performed as follows during the first year:. Schwager’s Gain to Pain Ratio. For anyone who might be interested, while the Sharpe and S...