top of page

Volatility Trading Strategies
Search


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


Q4 2015 Strategy Report - Volatility Trading Strategies
While there were several moments when things were looking ugly within the broad markets, the signals weren’t quite strong enough to be in...
Brent Osachoff
Jan 6, 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


Q3 2015 Strategy Report - Volatility Trading Strategies
What I’ve been talking about for over a year now has finally happened. The long overdue correction in the stock market finally came and...
Brent Osachoff
Oct 4, 20153 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


Q2 2015 Strategy Report - Volatility Trading Strategies
It was a very active quarter in both number of trades and percentage allocation, but sometimes that’s necessary to avoid the disasters...
Brent Osachoff
Jul 3, 20151 min read


Q1 2015 Strategy Report - Volatility Trading Strategies
It goes without saying that everybody likes to have profitable trading months, but for me what’s even more satisfying is not losing...
Brent Osachoff
Apr 4, 20152 min read


Q4 2014 Strategy Report - Volatility Trading Strategies
The markets are finally without their training wheels as we’ve seen the completion of the FED’s quantitative easing program (at least...
Brent Osachoff
Jan 3, 20152 min read


Q3 2014 Strategy Reports - Volatility Trading Strategies
As far as the actual number of trades we took the quarter was pretty normal. However, the percent of days we were in trades was very low...
Brent Osachoff
Oct 5, 20142 min read


Q2 2014 Strategy Report - Volatility Trading Strategies
Although we had another great quarter of trading, to be honest the trade signals were so consistently positive and easy to interpret that...
Brent Osachoff
Jul 4, 20142 min read


Q1 2014 Strategy Report - Volatility Trading Strategies
Stocks got off to a rough start in 2014 following that monster year in 2013, being down over 3% in January. As we’ve seen time and again...
Brent Osachoff
Apr 6, 20142 min read


Q4 2013 Strategy Reports - Volatility Trading Strategies
It seems the bull market still has some legs as it was a very strong year for stocks and naturally that is also a nice tailwind for the...
Brent Osachoff
Jan 3, 20142 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


Q3 2013 Strategy Report - Volatility Trading Strategies
Stocks are having a great year through nine months of 2013 which has given the XIV a nice boost and our system here at Volatility Trading...
Brent Osachoff
Oct 7, 20132 min read


Q2 2013 Strategy Report - Volatility Trading Strategies
Pretty flat this quarter, but it was mainly due to a single day loss over 10% there in April. As I’ve talked about before, there isn’t...
Brent Osachoff
Jul 5, 20131 min read


Q1 2013 Strategy Report - Volatility Trading Strategies
Regardless of the many differences between all the tradable funds within the financial industry, they all have one thing in common. They...
Brent Osachoff
Apr 4, 20133 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
bottom of page