On February 8th, I discussed the use of the inverse VIX ETP (XIV) to collect the roll yield from the VIX futures. When stocks fall and volatility rises, however, such a naked short position drops drastically. From 4/2 to 4/10, XIV dropped from 12.29 to 9.94, and lost 19% of its value (it’s now back […]
- Turn VIX into information you can use | VIX® Views on You’ve seen VIX. Now finally learn what it means.
- Siby mathew on You’ve seen VIX. Now finally learn what it means.
- Darin on Contango and Roll Cost
- best vpn provider on Reaping Roll Yield from a Quasi Volatility Neutral Strategy
- VIX Futures Game Plan for Early 2013 | Market Playground on Contango and Roll Cost