B blackjack007 Oct 18, 2010 #1 is there a source that has extrapolated historical quotes for VXX before 2009 when it first started trading? it seems fairly straightforward to derive this from historical VIX futures
is there a source that has extrapolated historical quotes for VXX before 2009 when it first started trading? it seems fairly straightforward to derive this from historical VIX futures
P psytrade Oct 18, 2010 #2 See attached. This is from Yahoo Finance, the ^VIX. Probably most before 2000 or so is inferred. It's not derived. Just plain ^VIX. Might be useful. Attachments vix ohlc since 1990.xls vix ohlc since 1990.xls 501.5 KB · Views: 154
See attached. This is from Yahoo Finance, the ^VIX. Probably most before 2000 or so is inferred. It's not derived. Just plain ^VIX. Might be useful.
B blackjack007 Oct 19, 2010 #3 Quote from psytrade: See attached. This is from Yahoo Finance, the ^VIX. Probably most before 2000 or so is inferred. It's not derived. Just plain ^VIX. Might be useful. More... sorry but VIX and VXX do not correlate well. historical quotes on VIX futures would be more useful than VIX
Quote from psytrade: See attached. This is from Yahoo Finance, the ^VIX. Probably most before 2000 or so is inferred. It's not derived. Just plain ^VIX. Might be useful. More... sorry but VIX and VXX do not correlate well. historical quotes on VIX futures would be more useful than VIX
