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Hello, In the USA it exist for example those 2 instruments to invest in for volatility which tracks VIX and inverse: XIV VXX The simular instruments in Europe are: EXIV EVIX My question now is that I am searching for simular products as those across other stock markets like: London Stock...

Yes I have red that page just before asking the question but I feel that I am still not sure exactly. I will paste some sentences from that page first: a-g below...

Hello, I wonder about if you would buy 1 PUT on VXX (18 JAN 2019) with 610 days to go. As VXX is going down and we assume that this happens until 2019. What is the risks in this. For example if we buy 1 PUT today with VXX at: 15.74 and the VXX does a reverse Split 4 to 1 in a few days, so the...

I could see a STDDEV calculation on youtube so I beleive this should be correct: =STDEV(LN(100/99):LN(99/98)) * SQRT(251) = 0.00114307211478042 Yes 2 days might be not to much but I will play around and see how it could differ with other periods. Thanks!

I am not able to do use STDEV in excel but I have tried to calculate this manually and I think the result should be: =STDEV(LN(100/99):LN(99/98)) * SQRT(251) = 0.00114307211478042 Is this the correct answer in excel? Thanks

Hello! I wonder how to calculate the 2-day Historical Volatility of SPX: I found this formula below but are not sure how to accurate calculate the below. So I thought to ask to be sure. Anyone know how to calculate the below? : The 2-day HV is calculated as: STDEV [ LN (todaysclose /...

Yes, then I understand I think. I will try to do the calculation as such and see how it will look like. Yes, at one point all futures should exist in one month. Thanks!

I am still learning about contango. Is it that simple as the above formula as a start? (I could not see the image you attached) JackRab mentioned this: I am not sure if that refers to some kind of Weight for the front/back month future. What I am thinking of is that on the first day of the...

I think I have a problem to understand how the contango really should be calculated. I have highlighted the APRIL and MAY futures in this picture: http://www.bilddump.se/bilder/20170517221146-195.252.32.111.png 1. The rolling period starts on Tuesday: 03/21/2017 2. There are 20 business days...

That worked great! I was able to open it in TOS. Yes, that is a great reference actually. Then I can have this as a reference as well when implementing the code to double check what I am doing also. Thank you Step.!

Thanks Step.! Yes I have TOS but have never used scripts. I am not sure if I will have use for it. Perheps I can look at the code to get idéas of how to do it as I will try to do this in C#? "S&P 500 option expiration for the following month" I beleive the S&P 500 option expiration is on the...

Hello, I try to find what the symbol names are for the TWO nearest Futures for the VXX: - Nearby VX future - 2nd VX future I have found this link: http://cfe.cboe.com/market-data/historical-data#VX Where it seems they have historical data which I am after but I don't know how to understand...

>> Probably not. VXX is a popular vehicle. Some institutions are prohibited from trading an issue when it drops below a certain price... like $5 or $10. If a popular issue drops below whatever critical level, there will be a reverse split so as not to exclude players. That sounds logical, that...

Yes, I have searched on VXX for a while and understand a bit how it works but I think I wonder if VXX really can go to Zero? >> One would expect that the next reverse split occurs when VXX reaches $10 again, but who knows. Could it really be so that VXX goes to lets say 0.1$? What I mean...

Hello, I wonder about the symbol VXX how this works. When I look at the chart in TOS it has went from 8850 down to current 14.04. When looking the chart is going down. What I wonder is how low it can go. 1. For example I wonder if they do a Split in VXX if it comes down to much and they keep...

Hello, Hope you are well. I wonder about a scenario that I try to describe below with 1 CFD and 1 Sell CALL that I am not sure how it will work in reality on the account. Thank you! Account size in actual money: $7500 Account Margin: $15000 1. We will buy 1 CFD of AAPL (100 shares of AAPL...

Thanks, so rolling out will make the loss a bit smaller but not remove it entirely where we still can owe on the margin and by rolling out we can then work towards paying back on the borrowed margin if I understand then.

This post should be red quite carefully to understand the examples exactly. This post boils down to: QUESTION1 and QUESTION2. For example, if the margin is $120,000 as the stock itself is worth $60,000 and having a loss on the option of -$8,700. Wouldn't that be possible to use the margin in...

Thanks yes this I understand! Please see my previous post, where I have QUESTION 1 and QUESTION 2 ?

This post should be red quite carefully to understand the examples exactly. This post boils down to: QUESTION1 and QUESTION2. For example, if the margin is $120,000 as the stock itself is worth $60,000 and having a loss on the option of -$8,700. Wouldn't that be possible to use the margin in...