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» Continuous, back-adjusted Volatility Futures - Roll-over Errors?
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| Author | Topic: Continuous, back-adjusted Volatility Futures - Roll-over Errors? (3 messages, Page 1 of 1) |
 Cyberjoe -Interested User- Posts: 21 Joined: Aug 18, 2016 
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Posted: Aug 19, 2016 12:27 PM
Msg. 1 of 3
I think there are many roll-over issues throughout the history of the VX future. Please see attached chart, comparing the @VX#C vs. the VIX index. Can someone please check?
File Attached: VX ##-## (Daily) 2005_12_01 - 2006_03_23.png (downloaded 1054 times) |
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014 
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Posted: Aug 19, 2016 01:38 PM
Msg. 2 of 3
Thank you, we will review the data on VXX rollover and respond in a timely manner.
Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support Email: support@iqfeed.net |
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014
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Posted: Aug 19, 2016 03:28 PM
Msg. 3 of 3
VXX has been corrected. Please reload your charts.
Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support Email: support@iqfeed.net |
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