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Showing 1–16 of 32 results

  • 1990-2024 Trading Calendar Equities, 2004-2022 VIX Futures/Options Expirations, SPX Option Expiration

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  • Barclays’ VQT Volatility Hedged S&P 500 ETN Backtest—Formulas & Values

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  • Barclays’ VQT Volatility Hedged S&P 500 ETN Backtest—Values only

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  • Barclays’ XVZ ETN Backtest—Values and Formulas

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  • Barclays’ XVZ ETN Backtest—Values only

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  • Black & Scholes for Puts & Calls in a Single Excel Cell

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    Equity Trading Days From January 1990-2023, VIX Futures/Options, SPX Option Monthly Expirations From 2004-2022

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  • EVIX / EXIV Backtests

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  • LONGVOL and SHORTVOL Indexes (free)

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  • Velocity Shares -1X SVIX & 2X UVIX ETFs Backtest (free)

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  • VIX3M and VIX6M Style Index Calculations Back to 1990

    $199.00
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  • VIX3M Style Index Calculation Back to 1990

    $149.00
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  • VIX6M Style Index Calculation From 1990

    $149.00
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  • VXX Backtest

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  • Volatility ETP Backtests

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  • VelocityShares 2X TVIX Backtest

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Privacy notice etc. 9July2019

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© 2009-2023 by VH2 LLC.

All content on this site is provided for informational and entertainment purposes only and is not intended for trading purposes or advice. This site is not liable for any informational errors, incompleteness, or delays, or for any actions taken in reliance on information contained herein. It is not intended as advice to buy or sell any securities. I am not a registered investment adviser. Please do your own homework and accept full responsibility for any investment decisions you make. Many of the products/companies that I mention in my posts advertise on this site and I receive revenue from those advertisements.

I am an Advisory Board member and Senior Consultant with Invest In Vol LLC. The sponsor of SVIX and UVIX, Volatilty Shares LLC, is an affiliate company of Invest In Vol LLC. I have a small, minority share in Invest in Vol and Volatility Shares. I do not hold management, executive, or operational roles in either of these firms, nor do I give recommendations or investment advice to their clients. My analysis of these funds and their associated indexes is my own, is not investment advice, and is based on publicly-available information.