The Cboe is just dribbling out information so far (30-April-2023), on the new one Day VIX (VIX1D), but so far the evidence supports the following guesses: So far, the Cboe has released 1 year of backtest data for the VIX1D (VIX1D dashboard), but even that little snippet of data confirms that this extension to the VIX family will expand its general ability to confuse people. …
For a security doomed to decrease in value over time, ProShares’ VIXY does amazingly well. Its volume averages over 8 million shares per day and its assets under management are currently around $270 million, not bad for a product that has averaged a 52% annual loss since its inception in October 2011. This works out to an average loss of almost 6% per month. See …
This post will discuss how ZIVB works, including how it trades, how its value is established, what it tracks, tax treatment, termination risk, likely liquidity, and performance simulations. Volatility Shares’ new -1x Short Mid-Term VIX Futures ETF (ticker: ZIVB) started trading Wednesday, April 19th. After a gap of over two years, volatility traders have access to a -1X leveraged mid-term volatility ETF. ZIVB’s Prospectus is …
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
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 blog posts below. I’ve collected links to some of his tweets and podcasts also. Posts to Noahpinion Blog CAIA Blog QVR Advisors Website Research Articles (requires name/email to access)
