tag:blogger.com,1999:blog-9226230.post851652740215186164..comments2023-10-20T05:43:46.254-07:00Comments on All Allan: VXXUnknownnoreply@blogger.comBlogger7125tag:blogger.com,1999:blog-9226230.post-36726663451466703732010-08-03T17:48:49.299-07:002010-08-03T17:48:49.299-07:00Theoretically, there is no limit on how high the V...Theoretically, there is no limit on how high the VIX, VXX or VXZ could go. Your guess is as good as mine on the practical upper limit, although that may be the least of our worries if the VIX started getting into triple digits.<br /> <br />If you are long any of those or the XXV the risk is limited to a move to zero. The risk of overnight or weekend gaps is certainly there but the bigger risk is another discontinous event that closes markets for longer than a long weekend. Hope this is clear.<br /><br />Some recent articles on hedging tail risk that may be of interest:<br /><br />http://www.condoroptions.com/index.php/options-education/hedging-tail-risk-with-the-vix/<br /><br />http://behaviouralinvesting.blogspot.com/2010/07/on-price-of-insurance-and-bull-market.html<br /><br />http://allaboutalpha.com/blog/wp-content/uploads/2010/05/Tail-Risk-Hedging-May2010.pdf<br /><br />http://blogs.reuters.com/felix-salmon/2010/07/13/is-it-possible-to-hedge-tail-risk/<br /><br />http://www.surlytrader.com/understanding-the-sp-500-veqtor-index/Diggerhttp://mikenormaneconomics.blogspot.com/noreply@blogger.comtag:blogger.com,1999:blog-9226230.post-7965584628638484182010-08-02T07:58:48.923-07:002010-08-02T07:58:48.923-07:00Help me understand how being short the VXX has unl...Help me understand how being short the VXX has unlimited risk, but being long the inverse (XXV) doesn't. aAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-9226230.post-90277370665184820712010-08-01T16:10:47.441-07:002010-08-01T16:10:47.441-07:00Thw new XXV is an inverse for the VXX. Even if you...Thw new XXV is an inverse for the VXX. Even if you could short the VXX the unlimited risk doing so might make XXV attractive as an aletrnative.Diggerhttp://neweconomicperspectives.blogspot.com/noreply@blogger.comtag:blogger.com,1999:blog-9226230.post-28603480409649067272010-07-30T17:25:02.991-07:002010-07-30T17:25:02.991-07:00"Is there an inverse ETF for the VXX...I need..."Is there an inverse ETF for the VXX...I need an inverse ETF"<br /><br />There is none. <br />By the way, the VXX is an ETN, not an ETF.Stan Trentonhttps://www.blogger.com/profile/18152992932713038257noreply@blogger.comtag:blogger.com,1999:blog-9226230.post-28186665712910580662010-07-30T14:43:20.670-07:002010-07-30T14:43:20.670-07:00Is there an inverse ETF for the VXX that I can pla...Is there an inverse ETF for the VXX that I can play,since my account is an IRA I cant short ,so I need an inverse ETF. thanks.tnoreply@blogger.comtag:blogger.com,1999:blog-9226230.post-48902526252376567412010-07-30T09:59:06.634-07:002010-07-30T09:59:06.634-07:00On shorter time frames, day or less,
my regression...On shorter time frames, day or less,<br />my regression channels are pointing down.<br />However, on the weekly and monthly, my regression channels are pointing up.<br />Looks like the perfect setup for a developing base on VXX..<br />StanStan Trentonhttps://www.blogger.com/profile/18152992932713038257noreply@blogger.comtag:blogger.com,1999:blog-9226230.post-4693067112223545312010-07-30T09:36:46.763-07:002010-07-30T09:36:46.763-07:00Took a long position on the VXX earlier today with...Took a long position on the VXX earlier today with a reversal at 22.42 on the 240 minute model.<br /><br />Lets see if this will be another big winner?Anonymousnoreply@blogger.com