VIX Explainer VideoWith the recent Trump and Tariffs induced volatility, our VIX Explainer Video will hit home with anyone shorting volatility this year.
The Cost of Contango: Not the Daily RollVance Harwood I December 14, 2018 It’s well known that long volatility Exchange Traded Products (ETPs) like VXX, UVXY, and TVIX often experience steady losse...
How Does 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 thought about taking the...
How do 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 volatility futures. In diggi...
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 response to the events of...
The VIX and a Brief History of Volatility TradingStuart Barton I November 6, 2017 With so much interest in VIX linked Exchange Traded Products (ETPs) like VXX, XIV, and SVXY, etc., I thought it might be wor...
How VarSwaps Work And Why Knowing Is ImportantStuart Barton I August 10, 2017 Summary VarSwaps make up a significant portion of the equity volatility market. Retail investors trading ETFs should understa...
Contango And Cash: More About The VIX Term StructureStuart Barton I July 11, 2017 Summary VIX futures term structure is seen as a major driver of VIX ETP performance Demand for long dated S&P 500 volatility pr...
VIX Mean ReversionBill 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 the VIX to be pulled...
Introduction to VIX TradingJason MacArthur I June 12, 2017 Overview Volatility strategies have recently sparked in popularity. The VIX, and VIX related products, however, have some un...
Explaining The VIX Term StructureStuart Barton I May 24, 2017 Summary Some VIX Exchange Traded Products benefit from ‘Roll Yield’ 'Roll Yield’ or 'Volatility Risk Premium' relies on a sloped...
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 everywhere. They cre...
How Does VXXB 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 been a successful p...