@volguru
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Sunil Narayana posted an update 6 years, 6 months ago
@VolGuru, All great points…VXX is definitely more riskier…few other points to consider are ZIVs volume would be around 75K to 150K..and more than likely it may not have Pre Market/Extended Trading volume (but few exceptions though)…
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Seth Golden replied to the topic Hello again.. in the forum UVXY, TVIX, VXX, XIV, SVXY, VIXY, VMAX, VMIN 6 years, 6 months ago
@volguru All good points! Risk assessment would be accurate in rear view mirror as always and always best to commit to that exercise. Regarding ZIV vs. VXX: ZIV will likely carry lesser risk and less reward being in the middle of the curve, but also subjected to beta slippage in the event volatility rises in persistent fashion over a period of…[Read more]
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DG posted an update 6 years, 10 months ago
@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…[Read more]
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The most divergence has occured on Feb 6th when xiv down 80%, VXX up by some 30% but UVXY was up by 15% or so…i could be wrong but atleast it did not go up by 60% (when VXX went up by 30%)… Once this has taken place everything looks uncorrelated. Please correct me if i am wrong. It was just my observation. I just got lucky by getting out of…[Read more]
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Seth Golden replied to the topic I'm Out in the forum UVXY, TVIX, VXX, XIV, SVXY, VIXY, VMAX, VMIN 6 years, 10 months ago
Sounds like a good plan @volguru. Best of luck and profits to you!
