A private investor, with a focus on volatility, market sentiment, technical analysis, and ETFs.
Contributor's Links: VIX and More

Bill is Chief Investment Officer of Luby Asset Management LLC, an investment management company in Tiburon, California. Investment manager with an emphasis on volatility derivatives (VIX options, futures and exchange-traded products), ETPs and liquid alternative investments. Research ... more

ALL CONTRIBUTIONS

Looking At Coronavirus Cases Per Million, By Country
The U.S. currently ranks 41st in terms of cases per million, with just 1/100th of the penetration in Iceland.
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Tracking The Trajectory And Peak Of Coronavirus Cases
There are a number of factors that can affect how successful a country can be in containing the COVID-19 outbreak, conduct an appropriate number of tests and other factors.
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Euro Zone VSTOXX ETNs Land On U.S. Beaches
Think the market is too complacent about election in France? Worried that the euro area is going to crumble under the weight of Italy’s struggles? Investors in the US will have another way to translate these ideas into actionable trades.
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Clustering Of Volatility Spikes
When it comes to measuring volatility clusters I am of the opinion that realized or historical volatility is a more important measurement than implied volatility measurements, such as is provided by the VIX.
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SPX 1, 2 And 3-Year Returns Following Top And Bottom Five (and Ten) VIX Average Annual Readings
After one year, the S&P performance following the low VIX is about 20% higher than after the high VIX. For two years, the difference jumps to 40% and by the third year the cumulative performance differential is approximately 90%.
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Putting Low Stock Volatility To Good Use
Lately, it has been the persistent low VIX readings (including the first sub-10 VIX print in a decade) in conjunction with a new administration and extremely high policy uncertainty that has been difficult for investors to digest.
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Work Experience

Chief Investment Officer
Luby Asset Management LLC
May 2013 - Present (7 years 1 month)
Blog
Vix And More
January 2007 - Present (13 years 6 months)

Education

Carnegie Mellon University
MBA
/ 1996
Strategy · Marketing · Information Systems
Stanford University
BA
/ 1982
Political Science

Publications

VIX and More
Bill Luby
Bill Luby
Weekly analysis of all asset classes, including a short-term, intermediate-term and long-term outlook...Analysis of market sentiment using proprietary indicator...In-depth discussion of volatility...Detailed current investment thesis, including specific trading ideas...Three different model portfolios (Aggressive Trader, Growth 2 and Foreign Growth)...The ‘famous’ Stock of the Week selection...Weekly trading planner
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Bill Luby
Bill Luby
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