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Article #576) Volatility Trading Strategies is now 8 years old! Here's how it evolved
Now that we're into 2020, Volatility Trading Strategies has officially been going for 8 years now and I thought I'd give a little VTS...
Brent Osachoff
Jan 2, 20207 min read


Article #575) Volatility Metric: VTS Extreme Put/Call Ratio
VTS Volatility Dashboard #16 - VTS Extreme Put/Call Ratio What is a Put/Call ratio? In general put/call ratios are used to gauge the...
Brent Osachoff
Dec 17, 20195 min read


Article #574) VTS Options - New Trade example
This is a sneak peak into what VTS Options delivers. Here's what subscribers see for all new trades. Plus of course, all the regular...
Brent Osachoff
Oct 18, 20194 min read


Article #573) VTS strategies have very low correlation to the S&P 500 - Recession ready?
Special blog today! I'm including the ENTIRE VTS email, not just the blog. You can check out what VTS Community subscribers see daily. ...
Brent Osachoff
Oct 18, 20196 min read


Article #572) Volatility Metric: VTS Traders VRP - Volatility Risk Premium
VTS Community, The Traders VRP metric is a continuation / improvement on the Simple VRP metric I introduced previously. If you missed...
Brent Osachoff
Sep 27, 20197 min read


Article #571) Volatility Metric: Simple VRP - Timing the market with VRP?
VTS Community, VTS Volatility Dashboard metric #14 - Simple VRP * Note, I'm dividing this up into two metrics (Simple VRP and Traders...
Brent Osachoff
Sep 20, 20196 min read


Article #570) VIX futures contango is not as high as you think
VTS Community, Something that investors start to understand as they continue their journey into volatility trading is, this rabbit hole...
Brent Osachoff
Sep 17, 20195 min read


Article #569) Tactical Balanced strategy - Where is the performance coming from?
VTS Community, When I showed the breakdown of each of the individual 20% sections in my VB Threshold strategy it was well received, so I...
Brent Osachoff
Sep 10, 20195 min read


Article #568) Market participants are confused! The VIX futures market agrees
VTS Community, I saw a hilarious news headline on Twitter today and I just couldn't resist making a snide comment (@volatilityVIX to...
Brent Osachoff
Sep 5, 20194 min read


Article #567) VTS Tactical Balanced strategy vs S&P 500
VTS Community, As a longer term tactical investor, I don't like to talk about performance that often. Every few months is fine, but I...
Brent Osachoff
Aug 16, 20194 min read


Article #566) Short VXX vs Long VXX Put options - Part 2. What happens during crashes?
VTS Community, In yesterday's blog I went through all the math showing why the rate of return for our most recent VXX Put option position...
Brent Osachoff
Jul 25, 20194 min read


Article #565) Volatility Metric: VVIX
VTS Community, With just a quick glance at my website it will be obvious that I am obsessed with volatility markets. You won't find any...
Brent Osachoff
Jul 23, 20195 min read


Article #564) Volatility Metric: VIX - VOLI residual
VTS Community, This is a metric that I've used quite effectively in my trading but for whatever reason it's virtually unknown. Some of...
Brent Osachoff
Jul 16, 20196 min read


Article #563) Volatility Metric: The VOLI Index explained - Is it a VIX killer?
VTS Community, I'd like to continue filling out the Volatility Dashboard metrics, and the next two on the list both involve an index that...
Brent Osachoff
Jul 10, 20193 min read


Article #562) VTS Discretionary Options strategy - Closing summary
VTS Community, I've gone over this in several blogs already so I'm sure most of you are fully aware, but in case there's a few that...
Brent Osachoff
Jul 5, 20195 min read


Article #561) Volatility Metrics: VIX9D:VIX:VIX3M:VIX6M:VIX1Y - Fast, medium, slow crossovers
VTS Community, The cash VIX term structure is in my opinion one of the most useful, yet most overlooked aspects of the volatility complex....
Brent Osachoff
Jun 11, 20196 min read


Article #560) Volatility Metric - VIX9D:VIX ratio (fast crossover)
VTS Community, Even if you're relatively new to the VTS community, it doesn't take very long following my daily blogs before you're...
Brent Osachoff
Jun 5, 20195 min read


Article #559) Volatility Metric: VX30:VIX roll yield - Constant maturity VIX contract
In a previous article M1:VIX roll yield, I discussed how the true mechanism for how volatility ETPs derive their price isn't actually the...
Brent Osachoff
May 27, 20195 min read


Article #558) M1:M2 VIX futures contango crossover STILL not working...
VTS Community, The S&P 500 is down big today on more China/US trade war nonsense, which has once again pushed the M1:M2 VIX futures into...
Brent Osachoff
May 13, 20193 min read


Article #557) Here's why I use GLD Gold instead of short S&P for my bearish positions
VTS Community, I've got two great questions here from VTS members that have come up a lot here in the last few days with all this market...
Brent Osachoff
May 9, 20195 min read
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