XIV termination

UPDATE Credit Suisse terminated XIV due to a greater than 80% drop in its indicative value on 5-Feb-2018.  The final payout was $5.99 per share.  The last day of trading was the 15th of February 2018. In the prospectuses for  XIV, there are some disconcerting discussions about termination events. For XIV the termination event is triggered if the daily percentage drop exceeds 80%. I did …

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Inverse Volatility—the Winner is SVIX

I used to share stock tips with my brothers-in-law. Before the tech crash I could offer up a few stocks I liked, and they would often make some money.  The crash painfully ended the easy money and I moved on to index funds. They didn’t think indexes were near as much fun. One Easter one of my brothers-in-law asked what I was investing in.   …

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Review of StreetSmart Edge

Review Streetsmart Edge (SSE) can be launched/downloaded from the  Schwab website.  Schwab has made StreetSmart Edge available to all account holders.  A call to their helpline (800-435-9050) is required to set it up.   If you want to run SSE on an underpowered computer, are having performance problems, or want to run on a Mac check out the cloud version of SSE, see this post for …

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Date Ranges on Simulation Spreadsheets

This table gives the date ranges covered by the spreadsheets that I have for sale. For a complete list of products see this page. For active securities, I am very willing to update spreadsheets up to the end of the most recently completed calendar quarter upon request at [email protected] Description Start Date End Date Notes VIX Futures Extended Data (VX OHLC +more), no indexes 26-Mar-2004 …

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Review of Fidelity’s Active Trader Pro

My observations on Fidelity’s  Active Trader Pro® (10.7) The comments below related to the downloaded version of Active Trader Pro. Highlighted Functionality Active Trader Pro’s ability to export charts (including intraday data) for both regular securities and options is very helpful for doing analysis Quotes/Tracking for various volatility indexes (e.g., .VIX9D, .VIX3M, .VVIX, .VIF, etc.) has been added Greeks on VIX options are much better. …

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