Tag Archives: market trends

Performance of Selected Tradable Volatility Indices: May 2012

May 2012 was a restless month in the US equity market. The S&P 500 Index declined 6% and VIX rose 40% from 17.15 (4/30/2012) to 24.06 (5/31/2012). The S&P 500 VIX Short Term Futures Index and the S&P 500 VIX Mid Term Futures Index rose 28.71% and 13.13%, respectively. The S&P 500 Dynamic VIX Futures […]

CBOE / Bloomberg: Equity Index Option and Volatility Trading Symposium – Wednesday, Feb. 1

CBOE & Bloomberg present the 3rd Annual Equity Index Option and Volatility Symposium on quantitative strategies, market trends and the outlook for volatility in 2012. When: Wednesday, February 1, 2012, 3:00-7:00pm Where: Bloomberg. 731 Lexington Avenue, New York, NY 10022 To register email naseminar@bloomberg.net, with “2.1 CBOE” in the subject line or see “BU ” […]

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