Sunday, September 20, 2015

UVXY performance in late 2008

This chart is part of something I am working on for SeekingAlpha. I thought you might find it interesting.

Have a great week!


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3 comments:

  1. DeOptiebeleggerSeptember 22, 2015 at 2:50 AM

    I definitely like shorting UVXY/TVIX, but there are some moments in every trading career when your night's rest might be damaged by the turmoil on the stock market. :)

    ReplyDelete
  2. topoSeptember 22, 2015 at 11:09 AM

    Nathan, very nice work! Can you also post a log-scale version, so that the July-Aug period can be compared. Thanks!

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    Replies
    1. UnknownSeptember 22, 2015 at 8:18 PM

      Hi Topo, Here is the link here you can see the data. I unfortunately did not save the Excel sheet after making this chart so I can't change it to the log-scale. My apologizes. http://investing.kuchita.com/2014/05/07/uvxy-historical-data-and-pricing-model-since-vix-futures-are-available-2004/

      Delete

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