Vxx Xiv Ratio |best| -

Even though you cannot trade the original pair, the logic of the ratio lives on in modern volatility products.

A move from 0.22 to 2.4 represents a in a single day. vxx xiv ratio

] is positive, the strategy goes long XIV; if negative, it goes long VXX. Even though you cannot trade the original pair,

XIV (VelocityShares Daily Inverse VIX Short-Term ETN) in February 2018 following a massive spike in volatility (the "Volpocalypse") that triggered an acceleration event. Most modern research and "VXX/XIV ratio" strategies now utilize SVXY (ProShares Short VIX Short-Term Futures ETF) as the proxy for XIV. the strategy goes long XIV