The Impact Of The VIX Futures Term Structure On VIX ETPs [View article]
RM, did you get a chance to backtest Hossi's 60/40 pair trade? I would like to know how it holds up also in different vol ranges, intriguing because with the right balance and quarterly rebalancing, 200k could be on auto-pilot making bank with little worry.
Off 75% YTD and trading below $10/share, the iPath S&P VIX ETN (VXX) will get a 1-for-4 reverse split on October 5, announces Barclays. Despite the price plunge steepening in past months, the ETN has managed to draw another $900M in AUM thus far in Q3. [View news story]
Global Economy: 3 Bullish And 3 Bearish Charts [View article]
The Impact Of The VIX Futures Term Structure On VIX ETPs [View article]
Off 75% YTD and trading below $10/share, the iPath S&P VIX ETN (VXX) will get a 1-for-4 reverse split on October 5, announces Barclays. Despite the price plunge steepening in past months, the ETN has managed to draw another $900M in AUM thus far in Q3. [View news story]