The BCK Volatility Blog

April 2017

Frexit

SHOULD WE FEAR A FREXIT?

April 23, 2017

While we do not express our political views in these pages, we must be ever mindful of how the shifting political landscape can influence world financial markets. With the French Election beginning yesterday, it is essential that investors be prepared to respond to market changes. We do not bet on outcomes; we react to them.


vix-vxv ratio

VIX/VXV RATIO - HOW TO IMPLEMENT IT TO INCREASE PERFORMANCE

April 23, 2017

The VIX Index measures volatility on a 30 day, or one month, basis. If you're reading this blog, chances are you are well aware of the VIX. The VIX has a sibling: the VXV Index. The VXV measures volatility over a 3 month basis. Because of its longevity, the VXV is less prone to subtle shifts in the market, but reacts accordingly during larger movements.