NYMEX Light, Sweet Crude Oil Futures

NYMEX Contract Spec

NYMEX crude is physically delivered at Cushing OK (Oklahoma), via the network connected thereto.

daily data 1983-2009 [US Energy Information Administration]

Toomre White Paper on Algorithmic Trading

Toomre Capital Markets LLC White Comment

CBOE - Chicago Board Options Exchange

WikiPedia Entry:
"The Chicago Board Options Exchange (abbreviated CBOE, but commonly pronounced see-bo), located at 400 South LaSalle Street in Chicago, is the largest U.S. options exchange with annual trading volume that hovered around one billion contracts at the end of 2007.[1] CBOE offers options on over 2,200 companies, 22 stock indexes, and 140 exchange-traded funds (ETFs)."

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CBOE Volatility Index (VIX)

WikiPedia Entry:
"VIX is the ticker symbol for the Chicago Board Options Exchange Volatility Index, a popular measure of the implied volatility of S&P 500 index options. A high value corresponds to a more volatile market and therefore more costly options, which can be used to defray risk from this volatility by selling options. Often referred to as the fear index, it represents one measure of the market's expectation of volatility over the next 30 day period."

Yahoo Finance Page

Satyajit Das' Blog

Das is the author of the excellent book 'Traders, Guns & Money' - an entertaining and informative insider's commentary on trading and structured finance.

Satyajit Das' Blog

The Bank for International Settlements

WikiPedia Entry

article by Tony Gosling