Mimicking the VIX index

The Holy Grail of volatility investing would be an ETN or ETF that matched the movements of VIX—CBOE’s volatility index on the S&P 500.   As a hedging vehicle it would be nearly ideal—negatively correlated to fast moves of the S&P 500 with a stable floor during quiet times.  So far no one has figured how to economically offer a fund that does this.  Instead …

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SPY and other SPDR ETFs ex-dividend

For updated information about SPY, IVV, and VOO’s dividend see this post. See here for my list / dates for iShare S&P related funds and here for the Russell related funds. Vanguard treats their ex-dividend dates like state secrets.   See here for my estimates on Vanguard ETF ex-dividend and pay dates. .

Hedging 7-10 year Treasure bonds with Barclays’ DTYS

This morning I took the plunge, buying equal amounts of IEF (93.10) and DTYS (52.95) this morning, with the goal of getting a low risk return of 1.7% annualized return or better.   Before I bought I was surprised / dismayed to see that DTYS had fallen more per share than IEF had risen—casting doubt on my planned 1:1 hedging ratio.   I looked back …

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