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.
QUANTCONNECT COMMUNITY
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.
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.
Jack Pizza
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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