Comments for Differential Research http://www.diffresearch.com Volatility Research for the Institutional Investor Sat, 05 Jan 2013 22:37:31 +0000 hourly 1 http://wordpress.org/?v=3.5.1 Comment on Volatility Index Arbitrage: A Specific Case: VIX vs. VXN by spreadem http://www.diffresearch.com/2013/01/03/volatility-index-arbitrage-a-specific-case-vix-vs-vxn/comment-page-1/#comment-139 spreadem Sat, 05 Jan 2013 22:37:31 +0000 http://www.diffresearch.com/?p=5089#comment-139 OK, thank you..I know CFE tries hard with introducing new products and some do not make it…but I really hope the new futures based curves can get some traction. Oil, gold products I like because they do differ with the spx vix in a lot of ways. Can’t CFE contact the same big players who run volume in vix futures to look at trying ovx, etc?

Thanks!

]]> Comment on Volatility Index Arbitrage: A Specific Case: VIX vs. VXN by michael mccarty http://www.diffresearch.com/2013/01/03/volatility-index-arbitrage-a-specific-case-vix-vs-vxn/comment-page-1/#comment-137 michael mccarty Fri, 04 Jan 2013 19:32:15 +0000 http://www.diffresearch.com/?p=5089#comment-137 Notably, when the VIX future was introduced in 2004 volumes were similarly slow to develop. I am confident that as awareness of these products develop, volume will follow. For my part, I plan on including greater coverage of the “other” volatility products in the coming year.

]]> Comment on Volatility Index Arbitrage: A Specific Case: VIX vs. VXN by spreadem http://www.diffresearch.com/2013/01/03/volatility-index-arbitrage-a-specific-case-vix-vs-vxn/comment-page-1/#comment-136 spreadem Fri, 04 Jan 2013 01:08:37 +0000 http://www.diffresearch.com/?p=5089#comment-136 What can, is, etc, being done to get some open interest in the other vix products such as ovx, gvz, etc?

I so want to trade these new futures but there are not enough players involved… Can you give me something to look forward to?

]]> Comment on Inter-Volatility Market Arbitrage* – my latest for the CFE’s “Futures in Volatility” by Intermarket Volatility Arbritrage – a view at expiration, my latest for the CFE’s “Futures in Volatility” http://www.diffresearch.com/2012/10/31/inter-volatility-market-arbitrage-my-latest-for-the-cfes-futures-in-volatility/comment-page-1/#comment-133 Intermarket Volatility Arbritrage – a view at expiration, my latest for the CFE’s “Futures in Volatility” Thu, 29 Nov 2012 21:10:52 +0000 http://www.diffresearch.com/?p=4900#comment-133 [...] November 29, 2012, 4:32 pm By michael mccarty Leave a Comment (Edit) [...]

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