Posted by traderdave on 26th of Nov 2010 at 10:33 am
Hi All:
I have been watching volitility in the US Markets for some time
and noticed recently an apparent disconnect between the
$VIX and the popular Barclays volitility ETF VXX. I'm looking
for objective criteria for evaluating market volitility and have
been disappointed that VXX does not seem to correlate as closely to
$VIX as I'd thought.
Any thoughts or reasons for this apparent discrepency?
I had the same problems with VXX and after getting my hand
slapped several times I've moved on and don't trade it anymore. It
seems to be more maniuplated than than most
etfs. imho. There's just too many stocks and
indices to trade to get jerked around.
$VIX, VXX Comparison
Posted by traderdave on 26th of Nov 2010 at 10:33 am
Hi All:
I have been watching volitility in the US Markets for some time and noticed recently an apparent disconnect between the $VIX and the popular Barclays volitility ETF VXX. I'm looking for objective criteria for evaluating market volitility and have been disappointed that VXX does not seem to correlate as closely to $VIX as I'd thought.
Any thoughts or reasons for this apparent discrepency?
I had the same problems
Posted by ditch on 26th of Nov 2010 at 10:50 am
I had the same problems with VXX and after getting my hand slapped several times I've moved on and don't trade it anymore. It seems to be more maniuplated than than most etfs. imho. There's just too many stocks and indices to trade to get jerked around.
$VIX or VXX they do not track the same.
Sounds like good advice. Are
Posted by traderdave on 26th of Nov 2010 at 11:44 am
Sounds like good advice. Are there any other market volitility proxies that you'd reccomend?