Bloomberg | Six Figure Investing

Getting index quotes on Bloomberg—not always obvious

October 14, 2018September 4, 2011 by

It used to be that quotes / charts for all of the underlying indexes for volatility ETNs could be found on Bloomberg, however some of them are no behind their paywall. For example VXX uses SPVXSTR which is no longer free, however XIV uses SPVXSP which is still available for free. These indexes show the indicated value of the index that the ETNs track—this is the value used …

Backtesting data for volatility ETN and ETF products

September 14, 2018February 12, 2011 by

If you want to backtest various volatility products like VXX, VXZ, XIV, CVOL, IVOP (see volatility tickers for my complete list) I offer a set of spreadsheets that give the underlying rolling index values from March 2004. See this post for details. Bloomberg offers charts that go back 5 years for the related indexes. My thanks to “~” from Volatility Futures and Options for …