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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XIV sets a new volume record

XIV, VelocityShares’ daily inverse volatility fund traded over 660 thousand shares Monday, surpassing its previous record of almost 550 thousand set on March 16th.   It is showing an interesting volume pattern, with most days having under 100 thousand shares trading, and then surging when the market has big drops.  Look at the difference between Friday’s volume and Monday’s:   . .. . . . …

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The CBOE introduces options on its gold volatility index: GVZ

The CBOE broadened our choice of volatility investments a little bit today when it introduced options on its gold volatility index GVZ.     With GVZ, the CBOE has applied the same methodology that it uses for the VIX index,except it is based on the gold ETF: GLD,  rather than SPX, the S&P 500 index. The GVZ index behavior is similar to the VIX index. …

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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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Sailing through the IEF ex-dividend

IEF, Barclays 7-10 year Treasury note ETF, went ex-dividend April 1st with a declared dividend of $0.248 per share.  Somewhat surprisingly my IEF + DTYS hedge didn’t dip at all, closing at 146.11, the same close as the 31st.  I don’t see any reason why DTYS should go up on IEF’s ex-dividend date—and it is probably just a random thing. I’m not complaining.  During the …

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