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Volatility Views 106: HFT and Volatility
Volatility Review: It was a mild week with the VIX around the 13-handle for most of the week. Did premiums increase going into the non-farms announcement, or did the market shrug as with other recent non-farms? March VIX futures rose 20% year-over-year. VIX futures also set a new quarterly volume record when 12.38 million contracts traded, up 35% compared to the first quarter of 2013.
Volatility Voicemail: You direct the conversation
Crystal Ball: An outlook for VIX, RVX and VIX ETPs.
4.2
1717 ratings
Volatility Views 106: HFT and Volatility
Volatility Review: It was a mild week with the VIX around the 13-handle for most of the week. Did premiums increase going into the non-farms announcement, or did the market shrug as with other recent non-farms? March VIX futures rose 20% year-over-year. VIX futures also set a new quarterly volume record when 12.38 million contracts traded, up 35% compared to the first quarter of 2013.
Volatility Voicemail: You direct the conversation
Crystal Ball: An outlook for VIX, RVX and VIX ETPs.
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