So, a few things. I've made some money shorting these things, but stay very light given that they could go up many hundred percent at any time....
I follow you newdog, but aren't UVXY and SVXY supposed to have essentially the opposite holdings, since they both are meant to capture movements...
Martinghoul, would the XIV/SPXY owners have to come out of pocket if XIV/SVXY didn't shut down and VIX futures continued their upward climb? Or...
Haha, lawyers gonna lawyer, you know that. :)
Just another example of weird stuff. UVXY is supposed to move 2x the direction of the VIX, SVXY 1x the inverse of the VIX. So the SVXY move...
Interesting ajensen. I dunno what the Sharpe or Sortino ratio is, I guess I'm going to look those up. But presumably they are some...
thanks for this! question: "On a more serious note (and this is the second of the two problemsmentioned above), levered and inverse VIX ETPs...
Interesting balaji. its funny that it seems that because spxy was not doing its job as good tracking its index now it is better off haha.
interesting conclusion as XIV and SVXY were just almost wiped out! if they were down even 200% i would be even more dohwn. but i would do this...
thanks spread em. What is ES? Thanks.
Whoa, how do you get to this (in my mind) remarkable conclusion Maverick? Thanks.
Would this not be just selling a blend of the nearest two month's VIX futures? And why even go there, why not just, month after month, sell one...
Maverick is talking about XIV and SVXY I believe.
S20075, I think if you are buying/selling futures you are subject to basically the same backwardation and contango issues that VIX futures face,...
I understand this Maverick, makes sense. Reading up on the VIX index, it looks like it is very much the equivalent of buying a VIX future with a...
Just getting into this. Is there a go-to software that many use to back-test strategies? For all types of financial products. Sorry for the...
Maverick and others - I answered one of my stupid questions earlier - what the VIX short-term futures index was - its the VIX lolol. But that...
Yep, I had some shorted, made out on a bandit on these. Waaaaaay down, but they are still trading.
Dunno, but do you mean professional firms that were long XIV/SVXY and got caught up? They should know better hahaha.
stepandfechit, thanks. I think, if they just dissolve it willy-nilly, they can't just wipe everyone out - they would have to pay NAV. I could be...
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