Based on searches that lead people to Six Figure Investing, these are the top 11 questions people ask about dividends: When is XYZ’s ex-dividend date? This information can be hard to find. Some companies provide the entire year’s dates on their webside (e.g., iShares), others like Vanguard only reveal the information a few days before the ex-dividend occurs. I have summarized / estimated ex-dividend dates …
If your interests are related to the simulation / backtest of volatility exchange-traded products like VXX and XIV, then you should review the products I have listed here. While the indexes discussed in this post can be used to compute the prices of the volatility ETPs it is not an entirely straightforward process. I have generated both the Excess Return (ER) and Total Returns …
I have had several requests to do an analysis of a pair trade with the position being short VXX and short XIV. The idea behind the trade is to take advantage of the compounding effects caused by XIV’s daily reset feature that cause it to diverge from a true short. For example if VXX goes up 20% one day and then down 16.7% VXX is …
Bill Luby, of VIX and more, recently pointed out that the 1st / 2nd month volatility futures had recently set a record (now 70 days) for continuous time spent in backwardation—where the value of the 1st month is higher than the 2nd month. Not just a trivia question, this condition has been feathering the pockets of those holding volatility ETNs like VXX / TVIX, …
The prices of SPY from this year and the same date 6 years ago continue their intertwining. For the last two years, just using the old SPY chart has been a better predictor than any number of CNBC commentators—too bad I haven’t been able to convince myself to use this as my market strategy. Today’s closing price of $122, was only $1.5 different from the …
