UPDATE CVOL was shutdown by UBS in May of 2016. It never achieved enough assets for it to be a viable competitor CVOL’s stated goal is to “produce returns that are correlated to the CBOE Volatility Index (the “VIX Index”). ” So far no one has figured out a way to offer a direct investment in the VIX Index, so volatility traders must …
Since November 2009 I have been commenting on the eerie day to day correlation between the market (specifically SPY) of 2003/2004 and 2009/2010. These charts continue to track with November 16th’s closing value of SPY (118.16) differing only 0.28 points from SPY’s closing (117.88) on November 16th, 2004—six years ago. Recently I noticed another correction with the past—the market rally beginning in …
Tickers covered: AGG, BIL, SCJ, HYG, IEF, INY, JNK, LAG, LQD, MUB, PFF, TIP, TLT For dividend history data and charts from 2005 on click here. You can use the search window within the post (upper right) to search for a specific ticker, or increase the number of entries to show in the upper right box to 25 in order to see all the symbols. …
