VXZ O/H/L/C Backtest

$59.00

Description

VXZ is a long volatility fund offered by Barclays that is based on medium-term VIX futures (4th through the 7th month).

VXZ started trading in January 2009 so there is no market price data available before that (e.g., during the 2008/2009 market crash).  This simulation shows VXZ simulated open, high, low, and end-of-day closing prices from March 2004 through October 2013 and end-of-day closing values up through the end of the most recent quarter (see this table for specific dates).  OHL Data from Feb 2018 till Jan 1, 2019 is missing.

For more information on this product see:   Open / High / Low /  Close Simulations for Popular Volatility Exchange Traded Products

A less expensive end-of-day version of this product is also available, see: End-Of-Day Simulations for Popular Volatility Exchange Traded Products

 


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