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@dageorge42
@volguru the issue re YTD is the path dependency of the securities, UVXY close was way off NAV the day of the XIV mess, and ended up falling the next day and then reconnected with NAV, so the XIV caused it, as well as the large decline, uvxy will do better when vol of vol is high
Vxx is not broken, tracks m1/m2 blend to a T, Barclays has 4-5 […] View
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