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Don't Bet Either Way On Market Volatility

TedTed
edited October 2014 in Fund Discussions
FYI: I’ve written extensively about the volatility exchange-traded products, like the iPath S&P VIX Short-Term Futures ETN (VXX | A-47) and the C-Tracks Citi Volatility ETN (CVOL | D-49). I’ve written about how you have to have perfect timing for investments in these VIX futures products to work. I’ve written about the hows and whys of the triple-digit run in the VelocityShares Daily Inverse VIX Short Term ETN (XIV).
Regards,
Ted
http://www.etf.com/sections/blog/23585-dont-bet-either-way-on-market-volatility.html?tmpl=component&print=1&layout=default&page=

Comments

  • Somehow this reads as:normally XIV looks like a good thing to buy, except when you'd expect it to be. Would ZIV overcome backwardation in the short term section of the curve?
  • edited October 2014
    I was wondering how many times this guy was going to say "I've written"?

    Edit: I posted this comment in the CNBC relevant thread. Somehow it showed up here. Disregard.
  • "Backwardation." Don't you BLASPHEME in here.;)
    Yup, best to have a plan and stick with it. Those products scare me. No way.
  • edited October 2014
    This white paper from river park seemed like a pertinent reference. Haven't digested it all yet myself.

    Just quoting @Ted's link @Crash.;)
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