ProShares’ VIXY Backtest

$19.00

 

 

 

 

Description

Simulation of VIXY using the underlying short term VIX Futures from March 2004 through January 10th,2020.  See this post for more information about the simulation process I used.

I also offer a VIXY simulation that provides open/high/low prices in addition to end-of-day prices from March 2004 through January 10th,2020, for more on that product see:  Open / High / Low /  Close Simulations for Popular Volatility Exchange Traded Products.   This product uses my simulations to generate OHL values from 2004 to October 2013 and then uses publicly available trade data after that.

 

 


First posted on