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 …

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Redirect to VIG Vanguard ETF ex-dividend and distribution dates

Apparently Vanguard likes to keep their ETF ex-dividend and distribution dates a secret until just a couple days before the event.  It has that old mutual fund feel to it—”we’ll give you a quote after-market and allow you to buy or sell our stuff at the end of the day, otherwise go away…” As a result, the dates below are just guesses, based on previous year’s …

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Review of Fidelity’s Active Trader Pro

My observations on Fidelity’s  Active Trader Pro® (10.7) The comments below related to the downloaded version of Active Trader Pro. Highlighted Functionality Active Trader Pro’s ability to export charts (including intraday data) for both regular securities and options is very helpful for doing analysis Quotes/Tracking for various volatility indexes (e.g., .VIX9D, .VIX3M, .VVIX, .VIF, etc.) has been added Greeks on VIX options are much better. …

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Quarterly Update Service

This service provides quarterly email updates of selected spreadsheets that you have purchased from Six Figure Investing.  The updates will be sent out around the second week of January, April, July, and October.  The spreadsheets will be updated to at least the last trading day of the previous quarter, any splits / reverse splits will be accounted for, and any unusual events (e.g., unscheduled market …

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