Mar 9, 2012

More Volatility Data

As number of volatility indexes and volatility-linked instruments is growing every day I add them to the blog. Now because of the increase in data I decided to break it up into 3 separate pages:

Volatility Indexes contains all major country volatility indexes, non-equity indexes for commodities as well as swaptions and US treasury options -based volatility indexes, special strategy indexes including implied correlation indexes from CBOE, as well as many other specialized regional indexes and stock-based volatility indexes.

Volatility ETFs and ETNs has complete list of all volatility based exchange traded products around the world, including those based on VSTOXX futures. I expect this list to grow as volatility futures markets in Hong-Kong and Osaka mature.

Just today I added another page specifically for currencies. I am not sure what this page is going to be, but I will be adding data, and will see what will come out of it.

The list of indexes and ETPs is really meant to identify all volatility indexes and instruments; if you see that I am missing something please send me an email. 

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