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...
>> Probably not. VXX is a popular vehicle. Some institutions are prohibited from trading an issue when it drops below a certain price... like $5...
Yes, I have searched on VXX for a while and understand a bit how it works but I think I wonder if VXX really can go to Zero? >> One would expect...
Hello, I wonder about the symbol VXX how this works. When I look at the chart in TOS it has went from 8850 down to current 14.04. When looking...
Hello, Hope you are well. I wonder about a scenario that I try to describe below with 1 CFD and 1 Sell CALL that I am not sure how it will work...
Thanks, so rolling out will make the loss a bit smaller but not remove it entirely where we still can owe on the margin and by rolling out we can...
This post should be red quite carefully to understand the examples exactly. This post boils down to: QUESTION1 and QUESTION2. For example, if the...
Thanks yes this I understand! Please see my previous post, where I have QUESTION 1 and QUESTION 2 ?
Separate names with a comma.