tag:blogger.com,1999:blog-8608774547701042310.post5785309250059511147..comments2024-02-03T19:12:57.201-05:00Comments on Volatility Futures & Options: Designing a Better Volatility Indexonlyvix.blogspot.comhttp://www.blogger.com/profile/13947069891082111297noreply@blogger.comBlogger6125tag:blogger.com,1999:blog-8608774547701042310.post-61679171988567707622016-04-18T15:44:44.412-04:002016-04-18T15:44:44.412-04:00Cary, you're completely right - having a trada...Cary, you're completely right - having a tradable product is ultimately the only success metric that matters.onlyvix.blogspot.comhttps://www.blogger.com/profile/13947069891082111297noreply@blogger.comtag:blogger.com,1999:blog-8608774547701042310.post-47632859247399297302016-04-18T15:01:00.733-04:002016-04-18T15:01:00.733-04:00Hi guys,
Correct me if I'm wrong but won'...Hi guys,<br /><br />Correct me if I'm wrong but won't the success/failure of SPYIX depend on them offering futures? And who is going to want to trade that over VIX futures, the most liquid product in the world?Carynoreply@blogger.comtag:blogger.com,1999:blog-8608774547701042310.post-89726472733439922592016-03-29T19:12:40.145-04:002016-03-29T19:12:40.145-04:00@Vance - that is clearly due to the SPY quarterly ...@Vance - that is clearly due to the SPY quarterly dividend, which the market can choose to exploit or not. Otherwise it is comparable to the difference between the current VIX and its old version based on monthly options (VIXMO), if you care to look. Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-8608774547701042310.post-41779213311325006402016-03-25T08:32:54.157-04:002016-03-25T08:32:54.157-04:00@Vance - looks correct, I think only time will tel...@Vance - looks correct, I think only time will tell if the market will accept the new index. onlyvix.blogspot.comhttps://www.blogger.com/profile/13947069891082111297noreply@blogger.comtag:blogger.com,1999:blog-8608774547701042310.post-3456609541584142002016-03-25T00:02:26.547-04:002016-03-25T00:02:26.547-04:00Hi ~, Maybe I did the math wrong, but comparing t...Hi ~, Maybe I did the math wrong, but comparing the historical SPYIX with the VIX had lots of differences in the 5% to 10% range. https://pbs.twimg.com/media/CdHvrRnUsAA9GRd.jpg Maybe I'm just too focused on the VIX, but this feels to me like more than a slight difference--which might significantly impact SPYIX's acceptance. <br /><br />-- VanceVanceH-https://www.blogger.com/profile/14482908993570281977noreply@blogger.comtag:blogger.com,1999:blog-8608774547701042310.post-6825976248950397042016-03-24T19:47:09.006-04:002016-03-24T19:47:09.006-04:00Somehow i like this approach to fixing VIX much be...Somehow i like this approach to fixing VIX much better, you don't need too many fixes really: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1787528<br />SashaAnonymousnoreply@blogger.com