• VIX | Apr 13, 2018, 9:19 AM

    Volatility Linked ETPs Performance for 2018

    Volatility Linked ETPs Performance for 2018

    Earlier this week, ETF.COM posted an article identifying the best performing Exchange Trade Products for 2018 through April 10th.  The list is top heavy with volatility linked ETPs, including those that provide investors with long exposure to a volatility index strategy as opposed to a short strategy.  The Top 10 performers as of April 10th appear on the table below.   Source:  ETF.COM Click here to read Summit Roy’s summary of ETF / ETN performance for 2018 through[...]

  • VIX | Trader Talk | Trade Ideas | Nov 18, 2017, 3:11 PM

    Weekend Review of Volatility Indexes and ETPs - 11/13/2017 - 11/17/2017

    Weekend Review of Volatility Indexes and ETPs - 11/13/2017 - 11/17/2017

    What the heck is going on with VXST on the chart below?  Basically Thanksgiving.  As a nine-day measure of SPX implied volatility this index takes into account options that have their implied volatility under pressure to adjust for extra time decay since we have Thursday off and a half day this coming Friday.  I have a funny feeling this time next week VXST will have fallen back in line (or contango) with the other indexes below.  The long funds were a bit lower last[...]

  • Market News | VIX | Trader Talk | Trade Ideas | Jun 3, 2017, 8:31 PM

    Weekend Review of Volatility Indexes and ETPs - 5/30/2017 - 6/2/2017

    Weekend Review of Volatility Indexes and ETPs - 5/30/2017 - 6/2/2017

    The VXST – VIX – VXV – VXMT week over week curve change only has one noticeable move.  VXST was up nicely last week, but we are going to attribute the whole move to the 3 day weekend effect and say the curve was basically unchanged.  The long volatility funds drifted down and short volatility ruled the week with SVXY rising 2% and relative newcomer VMIN gaining 2.2% last week.  Worth noting below is VVIX which remains above 80.00 despite VIX closing for the second[...]

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