Dan Haugh has written an interesting article in the CBOE’s “What’s On Our Minds” blog on asset correlation. I think the traditional allocation strategies that attempt to lower volatility in a portfolio and reduce risk are showing serious signs of old age. Technology trends (specifically ETFs / ETNs) are changing the way investors can invest, and traditional difficulties ( like the ability to directly …
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 …
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: . .. . . . …
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. …
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 …
