Artemis Capital Management L.L.C. is an investment management firm that employs systematic trading models to generate alpha from the behavior of market volatility. ACM’s quantitative algorithms are intended to produce returns in a range of market environments and protect against subjective or... More
Visualization of Key Events Impacting Volatility & VIX in 2010 0 comments
Jan 13, 2011 1:24 PM
| about stocks: VXX, VXZ, VIXX
The following graph is an excerpt from the article "The Great Vega Short - volatility, tail risk, and sleeping elephants" from Artemis Capital Management LLC. The major economic events of 2010 are presented based on their impact on the VIX index, S&P 500 index, and realized volatility.
Disclosure: I have no positions in any stocks mentioned, and no plans to initiate any positions within the next 72 hours.
Additional disclosure: Artemis Capital continuously maintains a wide range of quantitative long and short positions in VIX futures and options.
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Visualization of Key Events Impacting Volatility & VIX in 2010 0 comments
The major economic events of 2010 are presented based on their impact on the VIX index, S&P 500 index, and realized volatility.
Disclosure: I have no positions in any stocks mentioned, and no plans to initiate any positions within the next 72 hours.
Additional disclosure: Artemis Capital continuously maintains a wide range of quantitative long and short positions in VIX futures and options.
Instablogs are blogs which are instantly set up and networked within the Seeking Alpha community. Instablog posts are not selected, edited or screened by Seeking Alpha editors, in contrast to contributors' articles.
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