3309 Drysdale Ct
Edwardsville, IL 62025
why is there such a big difference between the VIX up 14% and the ETN that tracks it VXX up 5%?
vxx coes not track the vix well and apparently under performs it. I posted a link to an article on this last week, maybe search for it, I don't have it anymore.
I think this was the article: http://vixandmore.blogspot.com/2009/10/why-vxx-is-not-good-short-term-or-long.html .
yep, thanks - that's it.
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VXX vs VIX
Posted by maverick on 11th of Aug 2010 at 10:12 am
why is there such a big difference between the VIX up 14% and the ETN that tracks it VXX up 5%?
vxx coes not track the
Posted by Michael on 11th of Aug 2010 at 10:17 am
vxx coes not track the vix well and apparently under performs it. I posted a link to an article on this last week, maybe search for it, I don't have it anymore.
I think this was the
Posted by tradequick on 11th of Aug 2010 at 10:23 am
I think this was the article: http://vixandmore.blogspot.com/2009/10/why-vxx-is-not-good-short-term-or-long.html .
yep, thanks - that's it.
Posted by Michael on 11th of Aug 2010 at 10:24 am
yep, thanks - that's it.