In our SMBU Daily Video Andrew Falde takes an in-depth look at the $VXX and searches for ways to get short through systems and signals. * no relevant positions
The Negative Drift of VXX
VXX has been a hot topic on the desk at SMB during the recent increase in market volatility. If you aren’t aware, the VXX is an exchange traded note (ETN) issued by Barclays that has the objective of following the cost of owning implied volatility. The biggest challenge with owning implied volatility is that implied volatility has a limited shelf … Read More
Expanding Volatility– $SPY $VXX
I share some thoughts on trading adjustments we make in a market with expanding volatility. Steven Spencer is the co-founder of SMB Capital and SMB University which provides trading education in stocks, options, forex and futures. He has traded professionally for 18 years. His email address is: [email protected]. no relevant positions