Hello, In the USA it exist for example those 2 instruments to invest in for volatility which tracks VIX and inverse: XIV VXX The simular...
Yes I have red that page just before asking the question but I feel that I am still not sure exactly. I will paste some sentences from that page...
Hello, I wonder about if you would buy 1 PUT on VXX (18 JAN 2019) with 610 days to go. As VXX is going down and we assume that this happens until...
I could see a STDDEV calculation on youtube so I beleive this should be correct: =STDEV(LN(100/99):LN(99/98)) * SQRT(251) = 0.00114307211478042...
I am not able to do use STDEV in excel but I have tried to calculate this manually and I think the result should be: =STDEV(LN(100/99):LN(99/98))...
Hello! I wonder how to calculate the 2-day Historical Volatility of SPX: I found this formula below but are not sure how to accurate calculate...
Yes, then I understand I think. I will try to do the calculation as such and see how it will look like. Yes, at one point all futures should...
I am still learning about contango. Is it that simple as the above formula as a start? (I could not see the image you attached) JackRab mentioned...
I think I have a problem to understand how the contango really should be calculated. I have highlighted the APRIL and MAY futures in this picture:...
That worked great! I was able to open it in TOS. Yes, that is a great reference actually. Then I can have this as a reference as well when...
Thanks Step.! Yes I have TOS but have never used scripts. I am not sure if I will have use for it. Perheps I can look at the code to get idéas of...
Hello, I try to find what the symbol names are for the TWO nearest Futures for the VXX: - Nearby VX future - 2nd VX future I have found this...
Separate names with a comma.