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Should you bet on the VIX ‘fear index?’

Fri, 28 Dec 2012 15:03:42 -0500

An uptick in market volatility may offer an opportunity for the truly brave.

Performance of VIX ETPs During Current Pullback

Thu, 08 Nov 2012 18:54:00 -0500

What is an ETF? — Part 28: CBOE Volatility Index (VIX)

Tue, 30 Oct 2012 08:00:01 -0400

Exchange traded funds continue to increase in number and popularity, growing to one of the most commonly traded securities on the stock exchange as both institutional and the average retail investor gain greater access to broad or specialized market exposure. Yet many individuals are unfamiliar...

Fed Destroys VIX

Thu, 13 Sep 2012 17:52:46 -0400

Fed and QE3 destroy the VIX Dr. Bernanke has done it again. Just like how “Super Mario” Draghi destroyed the VIX last week, Dr. Bernanke has destroyed the VIX this week through another round of QE3. The Chairman plans to continue to kee...

Germany Kicks VIX

Wed, 12 Sep 2012 16:43:36 -0400

VIX declines 3.72% after German Constitutional Court approves European Stability Mechanism (ESM) Germany kicked the VIX today after the German Constitutional Court gave permission for Germany to contribute to the European Stability Mechanism (ESM). ...

VIX Awaits Fed, Germans

Tue, 11 Sep 2012 17:37:37 -0400

The VIX creeps higher on the eve of German ESM ruling and FOMC meetings The VIX index creeped slightly higher today as investors tense up before big news tomorrow and Thursday. The VIX index rose .7% to close at a 16.41, still less than four points b...

ETF Chart of the Day: Volatility

Wed, 25 Jul 2012 11:14:00 -0400

An ETN that has been attracting more and more attention here in 2012 as Volatility Based ETPs have become embraced by a wider swath of advisers and institutional managers, is iPath S&P 500 Dynamic VIX ETN (NYSEArca: XVZ). Amongst ETPs that are classified in the “Alternatives”...

Performance of Volatility-Hedged ETPs

Fri, 15 Jun 2012 13:20:00 -0400

What Sayeth VIX? (TVIX, VXZ, XVZ, XIV)

Mon, 07 May 2012 17:37:31 -0400

VIX, the CBOE S&P 500 Options Volatility Index, also known as the “fear indicator,” slips slightly today as risk indicators flash confusing signals. Bloomberg reports that equity and credit investors have widely different views on risk ...

VIX Blasts Higher (VXX, TVIX, XVZ, XIV)

Fri, 04 May 2012 18:56:52 -0400

After reclaiming the 50 day moving average yesterday, VIX, the CBO S&P 500 Index Volatility Index, also known as the “fear indicator,” blasted higher today on poor economic news and declining stock prices. VIX, which moves inversely to ...

VIX Takes Back 50 Day Moving Average (VXX, TVIX, XIV, XVZ)

Thu, 03 May 2012 18:53:39 -0400

VIX bulls and bears are in a pitched battle around the 50 day moving average VIX, the CBOE S&P 500 Options Volatility Index, also known as the “fear indicator,” jumped 4% today to reclaim its 50 day moving average on global fears and de...

VIX Challenges 50 Day Average But Fades (VXX, XIV, TVIX)

Wed, 02 May 2012 16:55:24 -0400

VIX challenges 50 day moving average and fails. VIX, the CBOE “fear indicator,” opened the day above its 50 day moving average in a challenge to regain bullish status as equities declined, but by late afternoon, major markets made a signifi...

VIX Breaks Below 50 Day Average (VXX, TVIX, VXZ, XVZ, XIV)

Tue, 01 May 2012 16:45:44 -0400

VIX, the CBOE “fear indicator,” craters as complacency rules major U.S. stock and ETF marketsVIX ETF Update:Volatility Index – New Methodology (VIX): Index: 16.60, -3.2% iPath S&P 500 VIX Short-Term Futures ETN (NYSEARCA:VXX):...

VIX Falls Below 50 Day Average (VXX, TVIX, VXZ, XVZ, XIV)

Thu, 26 Apr 2012 20:42:14 -0400

VIX, the CBOE S&P 500 Options Volatility Index, also known as the “fear indicator,” falls below major support at its 50 day moving average as fear leaves the markets.VIX ETF Update:Volatility Index – New Methodology (VIX): Index: ...

How To Trade Fear (VXX, XIV, TVIX, XVZ, VXZ)

Tue, 24 Apr 2012 20:17:29 -0400

What Is The VIX and How Can You Trade Stock Market Volatility? The VIX, as defined by Investopedia.com, is “the Chicago Board Options Exchange (CBOE) Volatility Index, which shows the market’s expectation of 30-day volatility.” The VIX is a...

VIX Flat On Apple, Econ News(VXX, TVIX, VXZ, XVZ, XIV)

Mon, 16 Apr 2012 18:50:30 -0400

VIX, the CBOE “fear” indicator, consolidates after a strong start to April, looking for direction from Apple and mixed economic news. Apple Computer dampened enthusiasm for stocks today as the company’s losing streak continued and th...

VIX Roars on Friday the 13th (VXX, TVIX, VXZ, XVC, XIV)

Fri, 13 Apr 2012 17:34:10 -0400

Photo by Winfried BruenkenVIX roars into the weekend on Friday the 13th VIX, the CBOE S&P 500 Options Volatility Index, also known as the “fear indicator,” roared into the weekend as major U.S. stock indexes finished off their wors...

Performance of VIX ETP Hedges in Current Selloff

Wed, 11 Apr 2012 01:43:00 -0400

VIX Rips (VXX, TVIX, VXZ, XVC, XIV)

Mon, 09 Apr 2012 18:40:50 -0400

VIX, also known as the “fear indicator,” rips on global sell off and fundamental weakness. The VIX, the CBOE S&P 500 Options Volatility Index, continued bouncing off multi-year lows today as the index rose for the seventh day in a row ...

Have No Fear, The VIX Is Here (VXX, TVIX, VXZ, XVC, XIV)

Wed, 04 Apr 2012 19:09:45 -0400

Investors were full of fear today as markets crashed and the VIX came to the rescue The VIX Index and VIX ETFs came to the rescue today as major indexes and index ETFs dropped 1% on average. Those that used fear to their advantage today gained anywhe...

VIX ETFs Soar In Fear Of Fed, Markets (VXX, TVIX, VXZ, XVC, XIV)

Tue, 03 Apr 2012 20:30:15 -0400

VIX ETFs soared today as fear griped the markets after Fed statements and market correction Fear took control today as investors spooked on Fed statements and market correction forces. The VIX index and VIX ETFs typically rise with market instability...

VIX Afraid Of Q2 Punch (VXX, TVIX, VXZ, XVC, XIV)

Mon, 02 Apr 2012 19:22:28 -0400

VIX ETFs declined today despite a pop in the VIX Index The VIX Index was obviously “afraid” of the Second Quarter rally today as it rose nearly 1%. Typically the VIX Index is a measure of “fear” in the marketplace; when market...

VIX ETFs Crash Into Q2 (VXX, TVIX, VXZ, XVC, XIV)

Fri, 30 Mar 2012 20:03:26 -0400

VIX ETFs crashed and burned into the end of Q1 and beginning of Q2, despite an improved VIX Index Investors did not feel fear today heading into Q2 2012, as Q1 2012 had plenty to offer in terms of profits and bull markets. Oddly enough, the VIX index...

VIX “No Fear” Europe (VXX, TVIX, VXZ, XVC, XIV)

Thu, 29 Mar 2012 22:45:08 -0400

The VIX Index rose only .06% today despite new European woes and Spanish headaches. VIX ETFs were scattered today likely due to tracking errors. Either way, today’s VIX performance indicated that Investors are not afraid of Europe, at least ...

VIX Consolidates After Pop (VXX, TVIX, VXZ, XVZ, XIV)

Wed, 28 Mar 2012 22:11:42 -0400

VIX consolidates after yesterday’s surgeVIX ETF Update: iPath S&P 500 VIX Short-Term Futures ETN (NYSEARCA:VXX): +0.76%. This ETN is designed to track volatility in the markets as measured by the Chicago Board Options Exchange Market Vo...

VIX Craters, Now What? (VXX, TVIX, XIV, VXZ, XVZ)

Mon, 12 Mar 2012 21:27:54 -0400

VIX, the CBOE “fear index,” drops to near historic lows VIX (NYSEARCA:VXX) dropped 8.6% today as major stock indexes were mixed to close mostly flat. In spite of significant headline risk remaining in Europe and a slowing global economy, m...

Dynamic VIX ETPs at Long-Term Hedges

Fri, 02 Mar 2012 13:03:00 -0500

An Updated Field Guide to VIX ETPs

Tue, 21 Feb 2012 11:59:00 -0500

August ETF Roundup: Launches, Filings, and Closures

Thu, 01 Sep 2011 09:45:29 -0400

August was a hectic month to say the least, as the first few days saw violent swings in major indexes, at times reaching up to 6% in either direction. The majority of the market volatility came first from our inability to pass a solid debt plan in a reasonable amount of time. Though Congress passed the bill with just hours to spare, investors were not very reassured by the longer-than-expected debates as well as the legislation itself. Next came the knockout blow, as the S&P issued the first-ever downgrade of U.S. debts, sending markets into a frenzy and earning a fair amount of backlash from the Obama administration and big name investors like Warren Buffet as well. The ETF industry continued to sputter along, with just nine funds hitting the market over the course of the month. The lack of funds debuting can likely be attributed to a summer slowdown [...]

Click here to read the original article on ETFdb.com.

XVZ: A Dynamic Volatility Strategy ETN

Tue, 30 Aug 2011 08:37:25 -0400

Barclays introduced the iPath S&P 500 Dynamic VIX ETN (XVZ) on August 18, 2011, providing investors with exposure to a strategy that dynamically allocates between short-term and mid-term VIX futures contracts.

The new exchange-traded notes (“ETNs”) will track the S&P 500 Dynamic VIX Futures Total Return Index minus a 0.95% annual investor fee. The index dynamically allocates between the S&P 500 VIX Short-Term Futures Index Excess Return and the S&P 500 VIX Mid-Term Futures Index Excess Return by monitoring the steepness of the implied volatility curve. It seeks to react positively to overall increases in market volatility and aims to lower the roll cost of investments linked to future implied volatility.

The Implied Volatility Term Structure (“IVTS”) is the ratio . . . → Read More: XVZ: A Dynamic Volatility Strategy ETN