Hot answers tagged etf
The price of VXX ETF should not be the price of the mentioned basket of VIX futures. It is the change in price of VXX (the return) what should be equivalent to the change of price of the futures basket with 1 month average maturity. That is because the VXX ETF works as an open end fund, so its price is just the price of a share of that fund, which has an ...
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