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 July 23rd, 2019 from the VIX futures historical data that underlies these funds.  In addition to the currently trading products: VXX, TVIX, UVXY, SVXY, ZIV, and VIXY.  This dataset also includes simulations for these discontinued or discontinued leveraged funds:  XIV, -1X SVXY, 2X UVXY).

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

 

 

 


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