VIXY | Six Figure Investing

Backtests for Popular Long & Short Volatility Exchange Traded Products

January 25, 2021September 16, 2013 by

I have generated the end of day trading day values for the most popular long and short volatility Exchange Traded Products (ETPs) for March 26th, 2004 through January 5th, 2021 TVIX VelocityShares Daily 2x VIX Short-Term ETN (only trading on OTC market) +1.5X UVXY ProShares Ultra VIX Short-Term Futures ETF (includes old 2X simulation) VXX Barclays S&P 500 VIX Short-Term Futures ETN VXZ …

Options now available on volatility ETNs VIXY & VIXM

January 26, 2011 by

ProShares’ competitors to Barclays’ VXX and VXZ now have options available on them. With VIXY’s and VIXM’s average daily volumes of 50K and 10K respectively it seems premature, but I guess if you are going to compete with the market leader you need all the pieces. It will be interesting to see how wide the bid/ask spreads will be on these options. NEW OPTIONS CLASSES …

And then there were 15

January 6, 2011January 3, 2011 by

January 4th ProShares plans to offer two new volatility products: VIXY ProShares VIX Short-Term Futures ETF— a VXX clone VIXM ProShares VIX Mid-Term Futures ETF—a VXZ clone This Morningstar article provides more information. Right now I don’t see much that these new funds have to recommend themselves over the 13 funds that preceded them. Their liquidity and spreads will be poor at first, and …