Recent Content by maninjapan

  1. XIV vs VXX

    Right, but essentially the same index in reverse. Total return includes interest accrual on the notional value of the index based on the...
    Post by: maninjapan, Jun 26, 2017 in forum: ETFs

  2. XIV vs VXX

    quick update. still going through details but the answer appears to be in the following (copied from an article on XIV) " Understand that XIV...
    Post by: maninjapan, Jun 20, 2017 in forum: ETFs

  3. XIV vs VXX

    EDIT: I wrote ETF's, actually they are ETN's Thanks. From what I can find, VXX is charged an annual fee 0.89% calculated daily. XIV is higher...
    Post by: maninjapan, Jun 20, 2017 in forum: ETFs

  4. XIV vs VXX

    I have been doing some analysis of the two volatility ETF's, XIV and VXX. My understanding is XIV should basically be a mirror of VXX. However...
    Thread by: maninjapan, Jun 20, 2017, 6 replies, in forum: ETFs

  5. Futures options Backtesting

    Thanks for all the suggestions people. Have spoken to these providers and now know where I can get futures option data. Unfortunately the pricing...
    Post by: maninjapan, Oct 30, 2014 in forum: Options

  6. Futures options Backtesting

    Thanks, spoke with them, not quite what I am looking for. Currently speaking with Morningstar about some excel add-ins and data they have, will...
    Post by: maninjapan, Oct 28, 2014 in forum: Options

  7. Futures options Backtesting

    Does anyone know of any software or data service that offers historical data for Futures Options that can be used to backtest strategies? I am...
    Thread by: maninjapan, Oct 24, 2014, 8 replies, in forum: Options

  8. CL move today

    I'm having a hard time trying to find reason with the front end of this curve..... A few weeks ago I came to the conclusion the situation in...
    Post by: maninjapan, Oct 3, 2014 in forum: Commodity Futures

  9. Contango is back

    I get how I could check that for a contract that is purely physical delivery (ie CL), but for a contract like Brent how can you tell if the...
    Post by: maninjapan, Sep 11, 2014 in forum: Commodity Futures

  10. Contango is back

    Question regarding Brent futures , from my understanding, this contract can have either cash/physical settlement. I was wondering how much of this...
    Post by: maninjapan, Sep 11, 2014 in forum: Commodity Futures

  11. Contango is back

    That was my idea for my next trade.......
    Post by: maninjapan, Sep 11, 2014 in forum: Commodity Futures

  12. Contango is back

    I see you've got your Sherlock hat on again! Are you able to assume that all of this is going to storage or is there just as much chance that...
    Post by: maninjapan, Sep 10, 2014 in forum: Commodity Futures

  13. Contango is back

    This article seems to infer that this still involves a fair element of risk and will depend on a favourable move in the outright to get them over...
    Post by: maninjapan, Sep 8, 2014 in forum: Commodity Futures