VXZ/VXZB Backtest

$19.00

Description

VXZ & VXZB are long volatility funds offered by Barclays that are based on medium-term VIX futures (4th through the 7th month).   VXZ is set to mature in January 2019 and no longer be offered so Barclays has established a very similar fund, VXZB to carry on after that.

VXZ started trading in January 2009 so there is no market price data available before that (e.g., during the 2008/2009 market crash).  This simulation shows VXZ/VXZB’s simulated end-of-day closing price from March 2004 through October 2018.

For more information on this product see: End-Of-Day Simulations for Popular Volatility Exchange Traded Products

I also offer a VXZ/VXZB simulation that provides open/high/low prices in addition to end-of-day prices from March 2004 through October 2013, for more on that product see:  Open / High / Low /  Close Simulations for Popular Volatility Exchange Traded Products


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