Slope of Hope Blog Posts

Slope initially began as a blog, so this is where most of the website’s content resides. Here we have tens of thousands of posts dating back over a decade. These are listed in reverse chronological order. Click on any category icon below to see posts tagged with that particular subject, or click on a word in the category cloud on the right side of the screen for more specific choices.

Hedging Update — High Vol Edition

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Higher vol, higher hedging costs

The Chicago Board Options Exchange Market Volatility Index (VIX) declined 6.77%, to 36.36 on Friday. To illustrate how this level of volatilty affects hedging costs, I've included the two tables below — one showing the hedging costs of a basket of ADRs and ETFs on Friday, August 12, and another showing the hedging costs of the same basket on August 2nd, with the VIX under 25. Before that, though, a quick note of thanks to Tim and my fellow Slopers.

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Shares Even Better Now

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And the cool new features just keep coming………

I've really enjoyed the new "Shares" link (look in the upper right corner of your browser) on my custom comments system. It shows you the most popular links Slopers have provided.

Now it does even more; you can view a popular link within the context of the post ("View in Context") or Tweet that particular link to all your followers with the Tweet button. Spiffy, no?

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