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


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.
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.
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%.
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.
VIX ETPs Flash Some Green In 2016
The VIX index was down 22.9% for the year, while the front month VIX futures product ended the year with a loss of 18.3%.
The 2016 VIX Futures Term Structure: Extraordinarily Average
Traders of the full range of VIX products hopefully know by now that the entire VIX product landscape is based -- and priced -- off of VIX futures and one of the most important aspects of VIX futures is the shape of the term structure.




Latest Posts

Work Experience

Chief Investment Officer
Luby Asset Management LLC
May 2013 - Present (6 years 8 months)
Vix And More
January 2007 - Present (13 years 1 month)


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


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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