What in the world is going with the Barclays iPath Series B S&P 500 VIX Short-Term Futures (BATS:VXX) exchange-traded note (ETN)? Shares of the VXX ETN are up over 9% today at the time of writing and ...
VXX is an exchange-traded note (ETN), not an ETF, meaning it's backed by Barclays and carries additional bankruptcy risk. The fund tracks short-term VIX futures, making it highly sensitive to ...
Investors tend to have varying ideas about whether to buy/sell/deleverage during different volatility paradigms. I ran a study using VXX to predict SPY performance, finding that where VXX lies in its ...
The stock market doesn't advance in a straight line, and some people try to profit from the volatility. When it comes to getting some insight into expected market volatility, many investors look at ...
Days before Thanksgiving, Kris Sidial, a co-founder at volatility arbitrage fund The Ambrus Group, told investors the firm was betting that extreme price moves in some volatility-tracking exchange ...
The following is a reprint of the market commentary from the April 2018 edition of The Option Advisor, published on March 23. For more information, or to subscribe to The Option Advisor -- featuring ...
Investors in Ipath Series B Standard and Poors 500 Vix Short-term Futures Etn (Symbol: VXX) saw new options become available today, for the January 2022 expiration. At Stock Options Channel, our ...
Investors seeking to hedge against abrupt market shocks have received little comfort this year from volatility-linked exchange-traded products. The VIX, Wall Street’s so-called “fear gauge,” has been ...
This article was originally published on ETFTrends.com. “Tactical Volatility Strategy: In recent years professional traders have turned to exciting new exchange traded products such as XIV and VXX in ...