Oct 3, 2016
Volatility Review: CBOE just concluded the Risk Management Conference in Europe. They will soon introduce the CBOE S&P 500 Smile Index. At the event, they released a new study of of four CBOE strategy performance benchmark indexes designed to track the performance of positions in Russell 2000 (RUT) index options, looking at various aspects of their performance over a 15-year period spanning 2001 through 2016. Russell gives a rundown of the new products coming your way, themes overheard and the event, and more.
What else happened in the market this week? Deutsche Bank debacle.
Russell's Weekly Rundown:
Volatility Voicemail: Listener questions and comments
Crystal Ball: Wild prognosticating
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