Volatility ETP Backtests
$99.00
Description
I have generated the end of day trading day values for the most popular long and short volatility Exchange Traded Products (ETPs) starting in March 26th, 2004 through the end of the most recent quarter (see this table for specific dates) using the VIX futures historical data that underlies these funds. In addition to the currently trading products: VXX, VXZ, UVXY, SVXY, and VIXY. This dataset also includes simulations for these discontinued or modified funds: XIV, -1X SVXY, 2X UVXY, TVIX, ZIV).
For more information on this product see: End-Of-Day Simulations for Popular Volatility Exchange Traded Products
There is also a version of this product that includes open/high/low/close data, see: Open/High/Low/Close Simulations for Popular Volatility Exchange Traded Products
