For EagleSeagle – UVXY II
Found myself looking at the charts I mentioned earlier so posting them now. It was the inversion of $VIX’s term structure
(nearer term futures contracts trading at a higher price than longer dated ones), that caused TVIX to behave as it did in 2011.
UVXY’s performance in August 2015 suggests it reacts to $VIX term structure inversion in a similar way to TVIX. (I wouldn’t
go near TVIX when there is a comparable ETF because an ETF has a lower credit risk than an ETN. Don’t care about the
fee differential.)
However, 2011 was before Simon Potter took over at the NY Fed and started aggressively selling vol – have a
relevant chart somewhere but can’t find it so here’s another one instead:
I read the most accurate of the VIX derivative ETFs is UVXY/SVXY. Nothing to back up this claim, but the article was convincing enough. I just care about buying low and selling high.
backwardation in a leveraged fun….hmmmm