Persistent contango in the VIX futures market over the last five years has led to consistent gains in trading strategies using ETFs that trade these contracts. VXX is the most popular long volatility ...
iPath, the exchange-traded note provider backed by Barclays Plc, set a 1-for-4 reverse split on its popular iPath S'P 500 VIX Short-Term Futures ETN (VXX) to pump up the share price of the security, ...
The iPath Series B S&P 500 VIX Short-Term Futures ETN is an inefficient hedge against market volatility due to concerns involving tracking error, negative roll yield, and timing difficulties.
Just like the Stelvio Pass Road in the Alps, the stock market doesn't move in a straight line. Be careful if you try to profit from the volatility, though. Image source: Pixabay You may know that the ...
What in the world is going with the Barclays iPath Series B S&P 500 VIX Short-Term Futures (BATS:VXX) exchange-traded note (ETN)? Shares of the VXX ETN are up over 9% today at the time of writing and ...
The CBOE Volatility Index (VIX) Index is an index calculated by the Chicao Board Options Exchange (CBOE) and designed to measure volatility in the stock market and is presently near its all-time low.
The following is a reprint of the market commentary from the April 2018 edition of The Option Advisor, published on March 23. For more information, or to subscribe to The Option Advisor -- featuring ...
The more I think about this CBOE Volatility Index (VIX) versus iPath S&P 500 VIX Short-Term Futures ETN (VXX) discussion, the sillier it seems. If there's a steep slope between the nearest two VIX ...