It used to be that quotes / charts for all of the underlying indexes for volatility ETNs could be found on Bloomberg, however some of them are no behind their paywall. For example VXX uses SPVXSTR which is no longer free, however XIV uses SPVXSP which is still available for free. These indexes show the indicated value of the index that the ETNs track—this is the value used …
For most of 2011 SPY’s has been quite a bit higher than 2005 values for the same day, but this August there were 3 days where SPY closed within a half a point of its equivalent 2005 close. If this coincidence continues to be predictive, we won’t be starting a bear market for a while. Normalized volume for the last year has been quite a …
ETF Tools (e.g., AUM, flows VIX Futures Term Structure VIX Futures Short Interest VIX Index Term Structure (SPX option based) Graphical VIX Calculation Volatility Futures 2004—2017 Volatility Tickers Ex-Dividend and Pay Dates for Lots of ETFs Option / VIX futures expiration calendars Free Option Charts Tradingview: charts with computations on symbols Volatility Indexes and Tickers
Monday I pulled up a chart of GLD, and the part of my brain allocated to charting prognostication said, “bubble.” That unsustainable, exponential growth cries out for a correction. The tough part is picking when. . . . . . . . . . .. The chart for silver looked similar back in April. . . . . . . . . . .. …
Almost everyone that invests would love to have a cost-effective way to insure against market declines. Securities that allow you to go long on volatility are attractive because they tend to go up when the market goes down, but none of them, when sized to really protect an investment are affordable in a “set and forget” sort of way. The first generation volatility ETNs …
