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Volatility Trading Strategies
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Are volatility ETF strategies broken?
Trading the various volatility products such as XIV and VXX is becoming more and more popular with each passing year. Not a day goes by...
Brent Osachoff
Mar 21, 20164 min read


Why our ETF volatility strategy can work in all environments
Volatility products are very complicated instruments. They don’t derive their price based on traditional supply and demand dynamics, but...
Brent Osachoff
Mar 4, 20162 min read


Volatility Trading - Process oriented vs results oriented
Far too often I see traders fall into the trap of measuring their trades entirely based on results. Many traders would say things like:...
Brent Osachoff
Feb 3, 20163 min read


The dangers of backtesting ETF volatility trading strategies
Anybody who has spent any time researching trading strategies for the XIV will have no doubt encountered an endless stream of charts that...
Brent Osachoff
Oct 6, 20154 min read


Volatility Trading Strategies - 3 years later
For the better part of 20 years now traditional asset class investing has produced less than stellar returns which led to the...
Brent Osachoff
Sep 12, 20153 min read


Volatility ETF Trading Strategies - Part 5: VIX : VXV
* I’ll update the charts and commentary in these very old articles every now and then so that the data is stretched over longer periods...
Brent Osachoff
Nov 5, 20132 min read


Volatility ETF Trading Strategies - Part 4: VIX 30-day constant maturity
* I’ll update the charts and commentary in these very old articles every now and then so that the data is stretched over longer periods...
Brent Osachoff
Nov 4, 20132 min read


Volatility ETF Trading Strategies - Part 3: Mean Reversion
* I’ll update the charts and commentary in these very old articles every now and then so that the data is stretched over longer periods...
Brent Osachoff
Nov 3, 20133 min read


Volatility ETF Trading Strategies - Part 2: VRP Volatility Risk Premium
* I’ll update the charts and commentary in these very old articles every now and then so that the data is stretched over longer periods...
Brent Osachoff
Nov 2, 20133 min read


Volatility ETF Trading Strategies - Part 1: VIX futures
* I’ll update the charts and commentary in these very old articles every now and then so that the data is stretched over longer periods...
Brent Osachoff
Nov 1, 20132 min read


VIX futures term structure explained
I don’t think a day has gone by since early 2011 that I didn’t check the VIX futures term structure and add those values to my various...
Brent Osachoff
Dec 15, 20123 min read


Daily Trade Signals - Example
All information you need to follow Volatility Trading Strategies is given in a single daily email just like this one. Sent out to all...
Brent Osachoff
Dec 1, 20125 min read
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