Archive for March, 2009
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Some Volatility Comments
stevenplace, March 2nd, 2009 at 7:18 am, Comments: 0Well let’s think about the underlying market structure for a minute. When the VIX was “oversold” last fall, there was an inordinate amount of supply coming onto the market, which lead to the large bars that put volatility through the roof. Also, financial components had much more room to fall than they do now.
So I’m [...]
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Steve Place is a professional derivatives trader, focusing on equity options. He has a degree in Electrical Engineering with specializations in Signals Processing, Stochastics, and... More »
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