For several years I’ve periodically tried—and failed to find quotes for the CBOE’s VIX® index on Google Finance. It seemed absurd, but I expected the king of search would pull up one of the more popular indexes if they had it. It turns out that I needed to go to the 11th entry on the 2nd page of search results to find the ticker: INDEXCBOE:VIX Once …
News Recently UBS announced that they shutting down 12 of their 13 volatility based funds. They never gathered the assets needed to make them going concerns. After a long drought we have a new USA based Volatility ETP. First Trust’s CBOE S&P 500 Tail Hedge ETF—ticker VIXH started trading last week, bringing us to a total of 20 US volatility funds (see Volatility Tickers for the full list). This …
Recommended Papers Tales of the Unexpected by Andrew Haldane This accessible paper (only one equation) is the best that I’ve ever read on the differences between processes accurately modeled by Gaussian/normal distributions and those better matched by power law distributions. I have seen this distinction made many times, but this paper provided examples and reasoning that really helped me internalize the differences. Most of our stock …
It’s not easy to find. I tried and failed for several years to find it. Finally “Rock Man” found it and commented on this post—the Google Finance ticker symbol is INDEXCBOE:VIX Most of the CBOE’s other VIX related tickers are also available on Google Finance: VXV, VXO, VXD, VXAPL, VXEEM, VXEWZ, VXIBM, VXXLE, VXN, VIN, VIF—all prefixed by “INDEXCBOE:”. The volatility of volatility index …
You can get delayed VIX quotes on Yahoo with the symbol ^VIX You can also get VIX option quotes here. Go to here for the correct expiration dates (always last trading on a Tuesday, expiration on a Wednesday morning) You can get free delayed quotes for VIX options on LIVEVOL that also provides correctly computed greeks for these options–something none of the big brokers gets right. …
