Commodity Volatility Indices: OVX and GVZ

In the research called Equity Volatility Indices: VIX, VXN, VXD, RVX we examined equity volatility indices. The research presented a series of calculation showing how and how much the aforementioned indices were moving. The present research, instead, will repeat the same examination but this time it is going to be focused on commodities markets and […]

The VIX Index: step by step

Volatility indices have increasingly become more popular over the course of the recent years but there is one index that, more than others, has caught the attention of investors and market participants: the VIX index. The VIX was invented at the beginning of the 90s and tracks the performance of the S&P500 options market. The […]

Equity Volatility Indices: VIX, VXN, VXD, RVX

Volatility indices are some of the best indicators as far as market fear is concerned and some of the most efficient market to use to hedge unwanted volatility exposure. The present research will go through data for the VIX index (which tracks the implied volatility in the S&P500 options market), the VXN index (which tracks […]