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Category Archives: VIX
Contango and VIX ETNs, Time to Expiration
The recent surge of VIX future based ETNs seemed to affecting the dynamics of the underlying futures. Short-term VIX ETNs such as VXX work by continuously rolling a portion of front month futures to the second month futures, by selling … Continue reading
SVXY: an Excellent XIV Alternative
Both XIV and SVXY tracks the daily inverse percentage of VXX. The deviation of the these two tickers are almost negligible. Compared to XIV, SVXY has the following pro and cons. Pros: SVXY is a ETF while XIV is ETN. … Continue reading
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Good VIX and VXX Articles
Lit of 43 VIX ETPs VIX ETPs Demystified Volatility tickers How XVZ Solves the Roll Yield Problem of VIX Futures Backtesting Barclays’ new XVZ ETN XVZ: A Dynamic Volatility Strategy ETN VIX contango – backwardation historical graph Beware the Wrath … Continue reading
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