Monthly Archives: September 2009

The VIX is an indicator distributed by the CBOE which uses the out-of-the-money put and call prices for the front and next months to forecast implied volatility for the next calendar month. The reality, however, is that it’s largely a … Continue reading →

Macroeconomics Macroeconomic data remains uniformly off its peak values.  Unemployment statistics see a slowing in declines, showing only 216,000 NFP jobs lost on Friday’s report, but other measures like withholding and discouraged workers continue to climb.  The market is viewing … Continue reading →