SMA and EMA volatility forecasting models can deliver attractive results for a long/short VXX trading strategy, despite their simplicity. Sharpe ratio optimized forecasting models yield better results ...

We backtest the discrete volatility model from Lazard Asset Management for a VXX trading strategy. The additional layer of specification yields a stellar return in the in-sample period, but ...

What in the world is going with the Barclays iPath Series B S&P 500 VIX Short-Term Futures (BATS:VXX) exchange-traded note (ETN)? Shares of the VXX ETN are up over 9% today at the time of writing and ...

Investors in Ipath Series B Standard and Poors 500 Vix Short-term Futures Etn (Symbol: VXX) saw new options become available this week, for the December 17th expiration. One of the key data points ...

With markets having already priced in a 25-bps rate cut, a significant rally is unlikely unless the Fed delivers a surprise ...

Investors in Ipath Series B Standard and Poors 500 Vix Short-term Futures Etn (Symbol: VXX) saw new options become available today, for the March 5th expiration. At Stock Options Channel, our ...

On Monday, Barclays PLC BCS announced it would be suspending the sale and issuance of two popular exchange-traded notes (ETNs) due to capacity constraints. After trading in tandem throughout most of ...

Here's a breakdown of the top 10 tickers I'm watching based on their volatility rankings, current price setups, and potential for movement in this market: Tesla TSLA – Stuck in a sideways channel for ...

A product betting on stock volatility surged in heavy volumes Tuesday after becoming untethered from the value of its assets following Barclays Plc’s move to stop issuing new shares. Gift Article 10 ...

NEW YORK, March 16 (Reuters) - Days before Thanksgiving, Kris Sidial, a co-founder at volatility arbitrage fund The Ambrus Group, told investors the firm was betting that extreme price moves in some ...

LONDON/NEW YORK, March 14 (Reuters) - British bank Barclays (BARC.L), opens new tab said on Monday it had suspended the sales and issuance of two exchange-traded notes (ETNs) with combined assets of ...