How Synthetic Long-Term VIX3M Data Reveals Surprising Trends
March 12, 2021. Vance Harwood presents a longer-term analysis of the VIX3M and how it relates to trends in the volatility term structure.
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- 10 min
How the VIX Works
Vance Harwood I October 7, 2020
Vance goes into detail on how the VIX Index works and why it's not broken.
- 1 min
VIX Explainer Video
With the recent Trump and Tariffs induced volatility, our VIX Explainer Video will hit home with anyone shorting volatility this year.
- 6 min
The Cost of Contango: Not the Daily Roll
Vance Harwood I December 14, 2018 It’s well known that long volatility Exchange Traded Products (ETPs) like VXX, UVXY, and TVIX often...
- 7 min
How Did ZIV Work?
Vance Harwood I July 16, 2018 Just about anyone who’s looked at a multi-year chart for a long volatility fund like Barclays’ VXX has...
- 10 min
How Did EVIX and EXIV Work?
Vance Harwood I May 22, 2018 In May 2017 VelocityShares introduced two new volatility funds, EXIV and EVIX, which track European...
- 8 min
How Does SVXY Work?
Vance Harwood I February 9, 2018 Update As of February 28, 2018 SVXY will target -0.5x leverage instead of -1x. This change was in...
- 10 min
The VIX and a Brief History of Volatility Trading
Stuart Barton I November 6, 2017 With so much interest in VIX linked Exchange Traded Products (ETPs) like VXX, XIV, and SVXY, etc., I...
- 6 min
How VarSwaps Work And Why Knowing Is Important
Stuart Barton I August 10, 2017 Summary VarSwaps make up a significant portion of the equity volatility market. Retail investors trading...
- 8 min
Contango And Cash: More About The VIX Term Structure
Stuart Barton I July 11, 2017 Summary VIX futures term structure is seen as a major driver of VIX ETP performance Demand for long dated...
- 3 min
VIX Mean Reversion
Bill Luby I November 2, 2016 When people talk about the VIX you often hear them refer to mean reversion, which refers to the tendency of...
- 9 min
Introduction to VIX Trading
Original Publication: June 12, 2017 I Last Updated: October 26, 2020 Overview Volatility strategies have recently sparked in popularity....
- 6 min
Explaining the VIX Term Structure
Stuart Barton I Original Publication: May 24, 2017 I Last Updated: January 20, 2021 Summary Some VIX Exchange Traded Products ("ETPs")...
- 7 min
How Does the VIX Index Work?
Vance Harwood I March 10, 2017 The CBOE did not create the VIX as an academic exercise, or as a service to stock market prognosticators...
- 5 min
How Does VXX Work?
Vance Harwood I March 10, 2017 Update: VXX was the first Exchange Traded Notes (ETNs) available for volatility trading in the USA. It has...
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