Evaluating the Liquidity of Low Volume Exchange Traded Funds
It’s disconcerting when the Exchange Traded Fund (ETF) you’re interested in has low trading volumes. Days can go by with no volume at all. If...
Author : Six Figure Investing
VQTS: A Large Cap Investment That Protects Itself
In my opinion VQTS is the best exchange traded product for solving the essential conundrum of the stock market: how to run with the bulls...
Did Accushares Create a Product That is Linearizing the VIX Futures Term Structure?
Eli Mintz, the publisher of vixcentral.com, has published an analysis that shows the arbitrage relationship between Accushares’ VXUP shares and VIX Futures. It shows that...
Ten Things You Should Know About AccuShares’ New VIX UP and VIX Down
AccuShares’ new VX UP and VX Down funds are scheduled to start trading on May 19th. There will be a lot of interest in these...
How Does UVXY Work?
For the most part UVXY trades like a stock. It can be bought, sold, or sold short anytime the market is open, including pre-market and...
How Does VXX’s Daily Roll Work?
All volatility Exchange Traded Products (ETPs) use indexes that track a mix of two or more months of the CBOE’s VIX Futures. Calculating this mix...
One Reason Why the New VIX Calculation is Better
The CBOE changed the way the VIX® was calculated on October 6th, 2014—asserting the change would provide a more accurate assessment of expected volatility. The...
Graphical VIX & VIXMO calculations
The chart below graphically represents the calculation for the VIX® and the legacy VIX (ticker VIXMO) which was used from September 22, 2003 through October 5th,...
Calculating the New VIX—The Easy Part
The movements of the CBOE’s VIX® are often confusing. It usually moves the opposite direction of the S&P 500 but not always. On Fridays the VIX...
VXST Futures—Not a Bad Proxy for the VIX index
The CBOE”s VXST futures have been trading for over six months now—enough time get a feel for how they behave. The CBOE provides historical data —on...