With weak economic data and renewed risks from the Euro zone, the Chicago Board Options Exchange Market Volatility Index (VIX) ticked up again Thursday to 22.73, its highest level since March. The table below shows the costs, as of Thursday’s close, of hedging 18 [...]

Are women better investors than men? That’s what David Weidner argued in his widely-tweeted MarketWatch column Tuesday, “Women are better investors, and here’s why“.
From Sex Scandals to Investing
After reminding readers of recent sexual scandals involving male politicians, Weidner actually made a broader argument, that women are better at pretty much everything:
Why is it [...]

Portfolio Armor update
The finance academic who developed Portfolio Armor’s algorithm successfully defended his doctoral thesis and now has his Ph.D. He and I plan to meet later this month to discuss adding the capability to Portfolio Armor to hedge short positions with calls (should be doable) and potentially adding collar capability (will require some preliminary [...]

My initial title for this article was “Hough not to insure a stock portfolio” (inspired, perhaps, by Waugh in Abyssinia), but the Seeking Alpha editors apparently aren’t fond of puns. Below is the first paragraph; I’m not allowed to post the whole thing here, but you can read the rest at the link.
As of [...]

In a post elsewhere last week (Revisiting a Losing Market-Neutral Trade), I mentioned a market neutral trade where I got stopped out of the short side for a loss. I got stopped out of the short side of a more recent market neutral trade (Short TRGL, Long IMO) for a gain, but I missed an [...]

This is a specialty chemical market neutral trade. More details at the link.

In a post here in December (“Market Neutral Investing in China’s Fast Food Industry“), I mentioned a market neutral trade I had entered going long Yum! Brands, Inc. (YUM), the largest fast food operator in China, and shorting Country Style Cooking Restaurant Chain, Ltd. (CCSC), a start-up fast food chain in China. I figured the [...]