Credit Suisse Pushes the Pause Button on TVIX

In February 2012 VelocityShares‘ TVIX ETN was on a tear.  Its volume surged from an average of 6.67 million shares a day in January to 22 million shares a day in February.   The assets under management (AUM) also grew dramatically.  At the end of January TVIX had $413 million in assets—fourteen days later it has $279 million more for a total of $691.0 million.   Credit …

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How Does Barclays’ XVZ ETN Work?

Barclays’ XVZ volatility ETN is intended to allow investors to profit from volatility jumps without the contango losses that drag down approaches like Barclays’ VXX short term and VXZ medium term long only products.   To accomplish this XVZ switches between 11 different mixes of short term and medium term positions in volatility futures.  In volatile times there can be a different setting every day. The …

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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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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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Volatility Tickers

I have collected what I believe is all the active tradable volatility ETNs / ETFs in the US markets together in this list.  For my opinion on these see Volatility Funds Categorized and Ranked. My count of volatility US-based ETPs is at  13 as of September 11th, 2019 On May 2nd, 2019  Barclays renamed VXXB and VXZB to VXX and VXZ respectively.  Although these products are …

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