Posted by leeannf51 on 27th of Jan 2012 at 09:51 am
I too have noticed the same issue, Tvix not trading 2X the Vix
and somedays down 4% with Vix up 4%; must be difficult to manage
futures/options with all the whipsaw. Most accurate when trending
in single direction for a few days.
TVIX
Posted by fcarbone on 26th of Jan 2012 at 05:54 pm
Seems when VIX IS up, TVIX lags behind. Is this normal, or has this ETF been effected to the point that it should not be traded as expected.
Re:Tvix
Posted by leeannf51 on 27th of Jan 2012 at 09:51 am
I too have noticed the same issue, Tvix not trading 2X the Vix and somedays down 4% with Vix up 4%; must be difficult to manage futures/options with all the whipsaw. Most accurate when trending in single direction for a few days.
VIIX has the same problem
Posted by bauer on 26th of Jan 2012 at 10:23 pm