Backtesting data for volatility ETN and ETF products
If you want to backtest various volatility products like VXX, VXZ, XIV, CVOL, IVOP (see volatility tickers for my complete list) I offer a set of spreadsheets that give the underlying rolling index values from March 2004. See this post for details. Bloomberg offers charts that go back 5 years for the related indexes. My thanks to “~” from Volatility Futures and Options for …