Most investors know of the VIX Index, but not as many understand what information the VIX provides an investor. Here is my attempt to provid...

Back in August I outlined why I thought the plain-vanilla value premium had been compressed to the point growth had and was likely to contin...

I've previously posted my broader thoughts on high yield (that there is typically limited to no benefit vs. a stock / bond allocation),...

The below analysis was purely an accident. I was actually looking into periods the U.S. stock market "suffered" a 10% drawdown for...

The WSJ blog had a recent article The VIX Market Suggests It’s Not Yet Time to Buy the Dips  outlining: Typically, longer-dated VIX future...

Back in May, I posted A Guide to Creating Your Own Hedge Fund  outlining how the application of momentum to the two worst performing funds  ...

What is Put Writing? The CBOE has some great resources on what exactly put writing is here , but in a nutshell: The CBOE S&P 500® Pu...

Horrific Performance An initial investment of more than $450,000 to the ProShares Ultra VIX Short-Term Futures ETN ( UVXY ) at the open of ...

Warren Buffett made news this morning, not just for making the largest acquisition of his career, but for making it at a relatively lofty 22...

After reading about John Orford's Simplest Mean Reversion Strategy  and Simplest Momentum Strategy , I decided to take a look at how th...

Following up on my previous post Is there a Relationship Between the Economy and Stock Market? , which outlined the relative performance of ...

Michael Batnick, Director of Research at Ritholtz Wealth Management, and blogger of the always interesting Irrelevant Investor , recently sh...

Investment News  outlines an arbitration request by an investor seeking damages for being placed in two funds; one to F-Squared (an outright...

The always interesting quant aggregator Quantocracy linked to an interesting post by John Orford  (follow John on Twitter at @mmport80) out...

TIPS "treasury inflation protected securities" currently provide very little upside (return), but that exact statement can be made...

I really don't like the high yield asset class. Not just in the current environment with near-low historical yields and the potential f...