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pistolpt
Registered: Feb 2012
Posts: 129 |
08-29-12 10:25 PM
Does anyone else know of any other mean reverting indices out there that have trade-able products like the VIX?
I know there are other VIX's - oil, gold, etc. but I'm not sure if a retail investor can trade these.
Basically I'm wondering if there is another mathematical measurement like the VIX that can be traded by a retail investor.
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smt1
Registered: Jun 2012
Posts: 1 |
08-30-12 05:17 AM
I know there are other VIX's - oil, gold, etc. but I'm not sure if a retail investor can trade these.
I'd think if you can trade VIX options/futures, you can trade GVZ, OVZ, EVZ, etc...
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cdcaveman
Registered: Aug 2011
Posts: 3529 |
08-30-12 07:40 AM
Quote from pistolpt:
Does anyone else know of any other mean reverting indices out there that have trade-able products like the VIX?
I know there are other VIX's - oil, gold, etc. but I'm not sure if a retail investor can trade these.
Basically I'm wondering if there is another mathematical measurement like the VIX that can be traded by a retail investor.
the mean of anything is Flux remember that! and as well know the risks of ETF's that derive their values from futures contracts...
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braincell
Registered: Jul 2011
Posts: 551 |
08-30-12 12:43 PM
If you select pairs properly, pairs trading can be pretty good at mean reversion.
Synthetic stock price = Stock1 - Stock2
Buy Stock1, Sell Stock2, that kind of thing...
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pistolpt
Registered: Feb 2012
Posts: 129 |
08-30-12 08:27 PM
Quote from smt1:
I'd think if you can trade VIX options/futures, you can trade GVZ, OVZ, EVZ, etc...
Ya I saw these but they have limited history and their volume has been sketchy, if any.
VSTOXX - not sure how retail investor would trade that. Looking to see if futures are available in the US.
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