Volatility Trading Strategies

The VTS VB Threshold strategy may just be the most unique, transparent, and effective trading strategy you'll find anywhere. Bold claim,...

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...

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...

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...

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...

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...

VTS Community, The cash VIX term structure is in my opinion one of the most useful, yet most overlooked aspects of the volatility complex....

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...

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...

Although the majority of the financial industry is focused on marketing big gains, the truth is, by far the most important aspect of...

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...

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...

VTS Community, If you ask any two people their opinion on where markets are going, chances are decent you'll get two different answers. ...

VTS Community, Yesterday turned out not to be that bad a day considering how it started.  S&P 500 futures were down as much as -2.2% in...

VTS Community, Today I'm going to introduce the next metric in the VTS Volatility Dashboard, available to all subscribers in every...

VTS Community, Whenever volatility ETPs are being discussed, the vast majority of the time it's the VXX, UVXY, SVXY, even TVIX.  And of...

VTS Community, For all us volatility traders, checking the VIX futures term structure is something we all do several times a day. A...

VTS Community, I'm going to do something a little different today.  I'm going to start my article with the conclusion, and then...

VTS Community, Let's take a quick trip down memory lane here to December 3rd and December 4th of 2018.  Considering the carnage that was...

The VTS Volatility Barometer is my own proprietary volatility index. It compiles data from many different sources and combines it to...

VTS Community, Today I'm introducing the VTS Volatility Barometer (video down below) and the start of what will likely be about 20...

VTS Community, Markets are up again today and hovering around a rather important level.  Not the level just yet, but getting there.  I'm...

VTS Community, Based on the sheer number of emails I've had on this subject in the last week or so, I think it's time to talk about... ...

VTS Community, What a difference a day can make.  Last Thursday everything was calm, the VIX futures curve was normal, and the S&P 500...