Benn Eifert’s Podcasts on Finance
Benn Eifert’s contributions to the field of finance are impressive but can be hard to find. I’ve compiled links to some of his podcasts below. I’ve collected links to some of his tweets and blog posts also. Podcasts
Options
UVIX Reverse Split History–Split #3, 15-Jan-2025
Volatility Shares’ next UVIX reverse split, will be a 1:10 reverse split, and will occur 15-Jan-2025 (press release). Since its inception in March 2022, UVIX’s decay rate has averaged around 20% per month. Some investors anticipate significant price moves in UVIX motivated by a reverse split. I’m not in that camp. UVIX’s price is tied to VIX futures’ price, which couldn’t care less about UVIX’s share …
Precisely Forecasting Price Ranges with Volatility
Using a tool like Bollinger Bands® to forecast future price ranges is a time-honored technique but its calculations are simplified and in some situations flawed. Incorporating the log-normal nature of stock prices into the calculations gives better answers. One greed-inducing aspect of volatility is that it enables us to make theoretically sound forecasts about the future. It doesn’t matter whether it’s stock prices, annual rainfall, …
How Does VelocityShares’ ZIV Work?
Update Effective July 2, 2020 ZIV stopped trading on national exchanges (press release). The issuer, Credit Suisse (CS) halted share creations effective July 3rd but is not terminating the fund. They reserve the right to do so but don’t have to until 2030. ZIV is currently trading on OTC exchanges, e.g., OTCMarkets.com and is currently trading pretty close to its IV price, the theoretic value …
