TVIX O/H/L/C Backtest
$59.00
Description
TVIX is a 2X leveraged long volatility fund offered by VelocityShares that is based on short-term VIX futures (1st & 2nd month). TVIX started trading in November 2011 so there is no market price data available before that (e.g., during the 2008/2009 market crash). This simulation shows TVIX’s simulated open, high, low, and end-of-day closing price from March 2004 through October 2013 using simulated data and using publicly available market data through the end of the most recent quarter (see this table for specific dates)
For more information on this product see: Open / High / Low / Close Simulations for Popular Volatility Exchange Traded Products
A less expensive end-of-day version of this product is also available, see: End-Of-Day Simulations for Popular Volatility Exchange Traded Products
For more information about TVIX see:
