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I have a system that trades daily, am looking for a job, and do some child care (mostly chauffering). I suggest adding "trading and looking for a job" and "trading and caring for children" as options.

Vanzndt did provide a good, free source. Nowadays a lot of data is freely available or if you know where to look or where to ask.

Would you mind posting a link to the thread you found most informative?

XIV has negative convexity vs. the SPX, meaning that it does better (worse) than a linear SPX beta model would predict on days with small (large) squared SPX returns. In other words, XIV tends to outperform when the absolute value of the SPX move is small.

Intuitive traders should try to record their thoughts so that the reliability of their perceived patterns can be backtested. Systematic traders should continue to follow the markets they trade to get new ideas to be backested. The distinction between discretionary and systematic may not be...

I don't do manual testing, but I have a system that uses three indicators to generate positions, and it has been useful to look at a spreadsheet displaying how those indicators varied day by day and how they translated into positions and profits and losses. Only knowing at a global level what...

Thanks, I am now able to trade this on IB.

Thanks for your comments. Empirically, the returns of XIV and VXX are more highly correlated to changes in VXV, the 3-month version of VIX, than to VIX, which is plausible because they depend on the market's expectation of VIX in the future.

Thanks for mentioning this. Quoting the press release: I think this means that to create new shares of XIV, Credit Suisse now wants its counterparties to do a VIX futures trade or equivalent swap trade with them that replicates XIV in addition to putting up cash equal to the indicative value...

Bloomberg has an article on the strange behavior of VXX and XIV this week: http://www.bloomberg.com/news/articles/2016-07-01/vix-tempest-plays-havoc-with-volatility-notes-taking-futures-cue VIX Tempest Plays Havoc With Volatility Notes Taking Futures Cue by Joseph Ciolli and Alexander...

After VIX I think VSTOXX (the volatility index of the Eurstoxx 50) is the most active volatility futures market. I don't think VSTOXX futures are available on Interactive Brokers. The VSXX ETN http://www.bloomberg.com/quote/VSXX:GR has AUM of only 15.5m EUR and is not too liquid. Can U.S.-based...

Usually the daily return of VXX is close to that of the opposite of XIV. Since December 2010, when XIV started trading, the sum of the returns of XIV and VXX has had mean of 0.05% and standard deviation of 0.33%. For the last few days, a portfolio of long VXX and XIV has done terribly, losing...

A newspaper story about the financial markets will often quote portfolio managers, financial analysts, or newsletter writers. I wonder how reporters find people to quote. Today's Wall Street Journal has an article "Brexit Is a Boon for Volatility Traders" by Ben Eisen that starts as follows: I...

Today SPY fell 1.74% from the previous close but XIV was down only 2.45% (its beta to the SPY is about 4 on average), but in after hours trading as of 4:45 PM XIV is down 5.31% since today's close while SPY is down only 0.40%. Any thoughts on why? Just a delayed reaction to the SPY move today?

The IB site now has a message box next to the XIV symbol which says "The SEC Rule 201 (aka "Up-Tick Rule") has been triggered and the related exchanges have implemented a short sale restriction in accordance with their policies. Short selling is still permitted when the SEC Rule 201 criteria...

I have a trading system that can go long or short XIV but which is usually long. Today around near the close I wanted to short a lot of XIV, but Interactive Brokers said there were none available to borrow. By the time I submitted the equivalent long VXX trade, it was past 4pm and the market was...

http://www.bloomberg.com/news/articles/2016-06-17/vix-volume-explodes-in-notes-as-5-days-of-stress-sets-etn-record VIX Volume Explodes in Notes as 5 Days of Stress Sets ETN Record Bloomberg Lu Wang June 17, 2016

According to Bloomberg http://www.bloomberg.com/news/articles/2016-06-14/exchange-traded-products-are-making-volatility-more-volatile "Exchange-Traded Products Are Making Volatility More Volatile":

Being long XIV recently has been very painful. The VIX futures curve has been in contango, although now it is almost flat between June and July. Usually XIV has done well when there is contango. With SPY down 0.5%, XIV down 11.7% is an outsize move. Are people who are short VIX futures (either...

Interesting analysis, thanks. Vol is again doing better than the muted move in the S&P would predict -- SPY +0.0%, VXX +2.8% as I write. (VXX is an ETN that tracks long VIX futures positions in the first two contracts.)