Anyone know if anyone is providing synthetic XIV data? I know you can build it through futures contracts, need intraday data for XIV's calculation.
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Inquiring about sources for intraday synthetic XIV data through futures contracts.
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Synthetic XIV 1 minute data?
Jack Pizza | Sum Sum | July 2018
Anyone know if anyone is providing synthetic XIV data? I know you can build it through futures contracts, need intraday data for XIV's calculation.
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Gurumeher Sawhney
QuantConnect has VelocityShares Daily Inverse VIX ST ETN (XIV) data that can be subscribed to under the symbol "XIV" and supports tick, second, minute, hour and daily data.
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Jack Pizza
Gurumeher Sawhney
Sorry if I wasn't clear, I meant now that it doesn't exit anymore, past 02/15. If you guys can get a synthetic up and running I think you will have a lot of people hop on the platform.
As there are a lot of strategies that need the data, as VXX doesn't work nearly as well for calculations.
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