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Bill Luby: Back in September 2010, in VIX and Historical Volatility Settling Back into Normal Range, I presented an earlier version of the chart below to explain that in spite of the protestations of the time, the relationship between the VIX and historical volatility (a.k.a. realized volatility) was actually right in Read more…
Bill Luby: Back in my consulting days, I convinced myself that there were rare instances when an ugly chart crammed full of data should take precedence over a clean and simple graphic that focused on the key takeaways. For my purposes at least, the graphic below, while unlikely to garner accolades from the likes of Read more…
NYSE:TVIX, NYSE:TVIZ, NYSE:UVXY, NYSE:VQT, NYSE:VXX, NYSE:XIV, NYSE:XVIX, NYSE:XVZ, NYSE:ZIV
Bill Luby: If you thought the VelocityShares Daily 2x VIX Short-Term ETN (NYSEARCA:TVIX) story was behind us, you might want to think again. Read more…
Jared Cummans: As the ETF industry has rapidly expanded, so too have the options investors have for slicing and dicing markets. One of the most popular innovations in recent years has been the ability to access volatility through the exchange-traded structure; there are now multiple ETPs for gaining exposure Read more…
Bill Luby: Whether or not I find it useful to flog the wounded horse otherwise known as the VelocityShares Daily 2x VIX Short-Term ETN (NYSEARCA:TVIX), it seems as if investors and the media insist that the wild and crazy story of this +2x VIX futures ETN remain on the front page for Read more…
NYSE:SVXY, NYSE:TVIX, NYSE:UVXY, NYSE:UVXY, NYSE:VXX, NYSE:XIV
David Gillie: With the explosion of ETFs (Exchange Traded Funds) as trading mechanisms, it’s no wonder that ETFs would develop into the realms of the absurd. Read more…
Bill Luby: One month and one day after Credit Suisse (NYSE:CS) announced the suspension of new creation units in the VelocityShares Daily 2x VIX Short-Term ETN (NYSEARCA:TVIX), the issuer announced today that it plans to reopen issuance of TVIX “on a limited basis” effective tomorrow. Read more…
Michael Johnston: Though ETFs may appear as very simple and straightforward investment vehicles, there is a rather complex infrastructure that lies beneath the surface. Under the hood of exchange-traded products is a unique “creation / redemption” mechanism that allows for the number of shares Read more…
Bill Luby: Today is the eleventh trading day since Credit Suisse (NYSE:CS) announced a suspension of new creation units in the VelocityShares Daily 2x VIX Short-Term ETN (NYSEArca:TVIX) after the close of the regular trading session on February 21. Read more…
Bill Luby: With the media feeding frenzy surrounding the VelocityShares Daily 2x VIX Short-Term ETN (NYSEArca:TVIX) during the past week, a similar product, the ProShares Ultra VIX Short-Term Futures ETF (NYSEArca:UVXY), has been largely overlooked. This is unfortunate, as UVXY has a great deal Read more…
ProShares, the nation’s fourth most successful exchange traded fund (ETF) company,1announced today a reverse share split on one of its ETFs, the ProShares Ultra VIX Short-Term Futures ETF (NYSEArca:UVXY). The reverse split will not change the value of a shareholder’s investment. UVXY is the Read more…
Bill Luby: This week has seen an explosion of interest in the VIX exchange-traded product (ETP) space, most of which has been due to the suspension by Credit Suisse (NYSE:CS) of creation units (think ‘new shares’) in the VelocityShares Daily 2x VIX Short-Term ETNs (NYSEArca:TVIX). Read more…
ETF Base: Even though the S&P500 (NYSEARCA: SPY) closed the week with a respectable 2.4% gain, volatility ETNs (Exchange traded notes) showed huge gains for the week ranging from 19%-40% depending on the type of ETN. For a bit more on how the volatility index works, the VIX is the CBOE’s market Read more…
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