olathegolf
119 posts
msg #155938
- Ignore olathegolf |
2/24/2021 1:16:01 PM
I noticed a few of my filters using volatility indices no longer worked as written.
I reached out to SF and it appears that volatility indices are no longer supported as of 2021.
Here's a current list.
https://www.stockfetcher.com/help/What-indices-are-available/100229
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fotchstecker
304 posts
msg #155998
- Ignore fotchstecker |
3/2/2021 9:02:12 AM
Thanks for this.
What are you using for vol indexes then?
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hairyhead
12 posts
msg #156006
- Ignore hairyhead |
3/2/2021 8:50:36 PM
VXX ?
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Mactheriverrat
3,157 posts
msg #156009
- Ignore Mactheriverrat |
3/2/2021 11:35:03 PM
Thanks for the heads up olathegolf.
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fotchstecker
304 posts
msg #156036
- Ignore fotchstecker
modified |
3/4/2021 6:05:17 PM
VXX isn't an index obviously and the problem with using UVXY or VXX (which are investable whereas obviously the VIX isn't) as a stand-in for VIX index is that when there's high vol, there are many sellers of vol. So whereas VIX will have a significant spike, the vol-related products won't because there are sellers of vol everywhere in the real market. This leads to the downside bias in the ETF that you don't see in the index and in the difference in the magnitude of the spike. What the VIX conveys as an "opportunity" on the chart is therefore not present to the same extent.
Big difference, not substitutable.
https://i.imgur.com/Fl5nrEI.png
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