Six Figure Investing ETF / Volatility Tool Box

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

Looks like a gold bubble

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. . . . . . . . . . .. …

Read more

Barclays’ XVZ—A Long Volatility Fund That Won’t Fade to Zero

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 …

Read more

XIV during the 2008 Crash

XIV has only existed since November 2010, so we are dependent on simulations for guesses on its performance before that.   The index that XIV is based on goes back into the 2005 time frame, so I have the data I need to backtest XIV for the 2008 crash.    My simulations show a close  match to actual XIV values (see this post) so I have …

Read more

XIV recovery time in bull markets

With its 52% decline since July7th, XIV has shown again this is not an investment for weak stomachs. How long might it be before XIV surpasses its recent (and all time high) of 19.43? I looked at the last three significant corrections in the market—the Flash Crash, the Fukushima Crash, and the recent Cap Flash.  As the starting point I used the recent high of …

Read more