Data from Bloomberg. Barclays webpage on the XXV, fact sheet, pricing supplement.
XXV ETF is up in the first week of trading
XXV is up in its first week, moving in what seems like a perfect inverse of VXX. The daily volume is still light, topping at about quarter million shares. Will the volume pick up? Probably. Will XXV continue to mirror VXX? I think so, although professional bloggers continue to debate the issue, e.g. here.
Data from Bloomberg. Barclays webpage on the XXV, fact sheet, pricing supplement.
Data from Bloomberg. Barclays webpage on the XXV, fact sheet, pricing supplement.
Subscribe to:
Post Comments (Atom)
Weekly market report
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...
-
If you're working with daily data (without access to intraday data) and need to calculate volatility, then using close-to-close squared ... -
As I am sure all of you know Russia has began a full scale war against my home country Ukraine. Please make no mistake - Putin's goal ...
-
Deutsche Bank Currency Volatility Index was developed to provide an implied volatility benchmark for major currency markets. The index is d...
No comments:
Post a Comment