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 …
In December 2010 UBS came out with XVIX—an ETN that holds a long position in medium term volatility (equivalent to VXZ), and short a 50% position in short term volatility (equivalent to VXX). See Volatilty Tickers for the full set of available ETNs. XVIX’s strategy was to take advantage of the historical situation (2004 to 2009) where short term futures were hugely eroded by contango and mid term …
The Euro continues to be a slow motion train wreck. Consider the players. Who is promising to be more disciplined, budget minded, and improve their tax collection efficiency—the Greeks, Italians, and soon the Spanish. And who is being asked to be open their wallets and ultimately debase their country’s currency in order to bail out those that spent irresponsibly? The Germans… The European union is …
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 …
