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Until recently, only big investment firms have been able to utilize volatility as an asset to generate profits and hedge risk. This all changed in 2009 with the introduction of tradable volatility Exchange-Traded Products (ETPs). However, these product are often misunderstood and most investors still shy away from these products or use them incorrectly.

Using volatility as an asset continues to be one of the best-kept secrets of sophisticated investors. The inclusion of volatility ETPs can give your portfolio a significant boost when you have access to the right data and tools to provide you with insight on this dynamic market. Our strategies apply concepts similar to those used by major investment banks and our services focus on making this data easily accessible to you.

Trading Volatility+ provides access to our full suite of tools to bring you valuable insight into the movement of VIX ETPs. Our proprietary algorithms generate easy-to-understand daily indicators for short-dated volatility ETPs (VXX & XIV) as well as for medium-term ETPs (VXZ & ZIV). We also provide access to our members' forum and automated email alerts so you know when the Bias changes direction.

With Trading Volatility Pro you get access to our members' forum. You also get access to our crucial set of volatility metrics and historical VIX-related data.

Features of the Trading Volatility plans:
Trading Volatility Trading Volatility Pro Trading Volatility+
Indicators & Daily Forecasts
VXX Bias  
Plus six month historical indicator data
Delayed
Delayed
Volatility Risk Premium (VRP) Signal  
Plus six month historical indicator data
Delayed
Delayed
ZIV Bias
Plus six month historical indicator data
Delayed
Delayed
VXX Spike Risk Forecast
Plus six month historical forecast data
Delayed
Delayed
Email Notifications
Receive daily emails containing our indicators & VIX data
X X ✓ 2
Bias Change Alerts
Receive email notification when the Bias or VRP indicators change direction

X X ✓ 2
VIX Futures Data
Term Structure Chart1
View of the 7-month VIX futures curve
VIX Futures Data1
VIX Futures Metrics 
XIV and ZIV roll yields, ratios of forward volatility to historical volatility, premium of front month futures to VIX, and term structure slope
X
Historical Market Volatility
Actual  volatility of the S&P 500 over 2 week, 4 week, 6 week, and 3 month lookback periods
VIX Futures Closing Prices Over Past 6 Months
Six month chart
Delayed
Actual Historical Volatility vs Implied Volatility
Six month chart
Delayed
VXX WRY MACD vs VXX Price
Six month chart
Delayed
Premium of Front Month VIX Futures to VIX 
Six month chart
Delayed
VIX:VXV Ratio
Six month chart

Delayed
SPY Arbitrage
Intraday SPY Arbitrage Model
Daily SPY Arbitrage Model

Pivot Points
Get daily pivot point levels for XIV, SPY, and VIX. derivatives

Members' Forum
Discuss, ask questions, and share knowledge & ideas with other members
X

Public Blog
Read about current volatility market events and information about volatility derivatives

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About the Trading Volatility Daily Indicators:
Our most popular indicators are the VXX Bias and the Volatility Risk Premium (VRP) signal, which are both used to trade the short-term volatility products, XIV and VXX. Annualized percent gain/loss backtests results for each of these strategies are shown in the following chart using data through December 2016 (full datasheets with trade details can be found at the bottom of this page). For benchmark comparison purposes, a portfolio consisting of a "buy and hold" approach in XIV is included.4 (Test Note: Daily prices for VXX and XIV prior to fund inception have been derived from actual VIX futures data for the purpose of maximizing the length of the lookback period. Backtests use each security's closing value as the trade price). 






The Trading Volatility daily indicators consist of a set of gauges that are generated each evening using proprietary algorithms to identify the current directional trend for various volatility ETPs. The most simplified strategy of trading volatility ETPs using the indicators is to own the securities when they have a positive reading and to short (or own the inverse ETP) when the reading is negative. Given that the volatility landscape can sometime change quickly, these securities are intended for traders and investors who are willing and able to check on conditions daily and take action if necessary. Sometimes the indicators will signal a change on a daily basis, while other periods may not see changes for months at a time. For additional information on our daily indicators and our strategy, see Our Strategy page.




To illustrate how this strategy applies to the past two years, the graph below shows the daily VXX Bias indicators compared to the actual price of VXX. When the VXX Bias becomes negative (left axis) the price of VXX (right axis) is more likely to go down (and the price of the inverse volatility security, XIV, is likely to go up). When the Bias becomes positive, the price of VXX is more likely to go up.




By using the Bias signals over this time period to place trades in XIV, VXX, and ZIV based solely on whether the Bias readings were positive or negative at the end of the day, the Trading Volatility Bias portfolio shows an increase of 396%4 from April 2011 through June 9, 2014. This can be compared to results over the same period employing a buy-and-hold strategy of a portfolio containing only S&P 500 (+48%), and a portfolio containing only XIV (+191%).





For a closer look at the trades involved in these strategies please see our data sheets containing full backtested data.
- VXX Bias: 200620072008200920102011201220132014, 2015, 2016
- VRP: 200620072008200920102011201220132014, 2015, 2016
- VRP+VXX Bias: 2006200720082009201020112012201320142015, 2016
- ZIV Bias: 2011-2014, 2015, 2016


Access to the features of Trading Volatility+ provides invaluable insight to VIX ETNs, in both bull and bear markets, for less than $7/day.  To become a member of Trading Volatility+, subscribe today.


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VIX and VIX futures quotes show the previous day's closing values.

If you later decide that the service isn't for you for whatever reason and would like to immediately cancel your access to the site, just let us know and we’ll be happy to issue a prorated refund based on time remaining on your subscription. You can unsubscribe via PayPal subscriptions at any time.

**At this time only individual subscriptions are available. Access to the Trading Volatility Pro and Trading Volatility+ sites require authentication using a Google account (available for free). Please allow up to 24 hours after subscribing to receive your invitation for access to the members' site.

The results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown. Backtest results do not account for any costs associated with trade commissions or subscription costs. Additional performance differences in backtests arise from the methodology of using the 4:00pm ET closing values for XIV, VXX, and ZIV as approximated trade prices for indicators that require VIX and VIX futures to settle at 4:15pm ET.




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