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1990-2023 Trading Calendar Equities, 2004-2022 VIX Futures/Options Expirations, SPX Option Expiration
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Barclays’ VQT Volatility Hedged S&P 500 ETN Backtest—Formulas & Values
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Barclays’ VQT Volatility Hedged S&P 500 ETN Backtest—Values only
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Barclays’ XVZ ETN Backtest—Values and Formulas
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Barclays’ XVZ ETN Backtest—Values only
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Black & Scholes for Puts & Calls in a Single Excel Cell
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Equity Trading Days From January 1990-2023, VIX Futures/Options, SPX Option Monthly Expirations From 2004-2022
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EVIX / EXIV Backtests
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LONGVOL and SHORTVOL Indexes (free)
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VIX3M and VIX6M Style Index Calculations Back to 1990
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VIX3M Style Index Calculation Back to 1990
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VIX6M Style Index Calculation Back to 1990
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VXX Backtest
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Volatility ETP Backtests
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VelocityShares 2X TVIX Backtest
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Proshares 1.5X UVXY Backtest
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