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SEC Charges S&P Dow Jones for Failures Relating to Volatility-Related Index

206 pointsby epaabout 4 years ago

12 comments

elliekellyabout 4 years ago
This bug had serious real-world consequences for real people: <a href="https:&#x2F;&#x2F;www.reddit.com&#x2F;r&#x2F;tradeXIV&#x2F;comments&#x2F;7vi6oa&#x2F;xiv_after_hours&#x2F;" rel="nofollow">https:&#x2F;&#x2F;www.reddit.com&#x2F;r&#x2F;tradeXIV&#x2F;comments&#x2F;7vi6oa&#x2F;xiv_after_...</a>
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Amorymeltzerabout 4 years ago
Interesting hn link from those days: A Tiny Hedge Fund Made 8,600% on a Vix Bet &lt;<a href="https:&#x2F;&#x2F;news.ycombinator.com&#x2F;item?id=16346175" rel="nofollow">https:&#x2F;&#x2F;news.ycombinator.com&#x2F;item?id=16346175</a>&gt;
cobrabyteabout 4 years ago
Some people lost it all, and S&amp;P DJI gets away with a paltry $9M penalty.
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gregwebsabout 4 years ago
There is a new XIV-like ETF just launched called SVOL. It reduces the exposure level and hedges risk with options (XIV ended up collapsing!).<p><a href="https:&#x2F;&#x2F;www.simplify.us&#x2F;blog&#x2F;volatility-premium-harvesting-reimagined" rel="nofollow">https:&#x2F;&#x2F;www.simplify.us&#x2F;blog&#x2F;volatility-premium-harvesting-r...</a>
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cudgyalmost 4 years ago
It took more than 3 years for this charge and cease and desist to manifest … swift justice and decisive action at work.
anonualmost 4 years ago
Lots of people mentioning the implications to XIV ETF. But i think more about the implications to index calculators. Basically it&#x27;s a bad business to be in and there&#x27;s no real value in doing so... That&#x27;s the lesson to be learned here. The SEC got rid of the iopv for ETFs 2 years ago... At the behest of the industry. But ultimately the lack of transparency, even if it&#x27;s temporarily wrong, is a net negative for the little guy.<p>Edit: there&#x27;s so much weirdness in this story. This is the first time I think the SEC has clamped down on a realtime index calculation agent. Also, why would the SEC go after them and not CS ... they&#x27;re the ones responsible for selling securities to the general public.
latchalmost 4 years ago
Matt Levine provided context for anyone, like me, who have no idea what this is about:<p><a href="https:&#x2F;&#x2F;www.bloomberg.com&#x2F;opinion&#x2F;articles&#x2F;2018-02-09&#x2F;inverse-volatility-products-almost-worked" rel="nofollow">https:&#x2F;&#x2F;www.bloomberg.com&#x2F;opinion&#x2F;articles&#x2F;2018-02-09&#x2F;invers...</a>
wyldfirealmost 4 years ago
XIV is an inverse of the CBOE volatility index? So you could think of it as a &quot;stability&quot; index ETN?<p>How different is a stability index from an index like S&amp;P 500?
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ericbarrettabout 4 years ago
Layman question: Was there any arbitrage available to financial firms during the times the VIX was stale as a result of this “feature”?
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babyalmost 4 years ago
Why do anyone follow the dow jones? When I learned about it I was pretty surprised that it was only a handful of cherry picked company.
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Black101about 4 years ago
Penny stocks often have unreal bid&#x2F;asks after-hours and they are completely fake... could they do something about that too?<p>As an example for today, look at ALPP... bid: $2.00, ask: $7.00 ... but is is messed up across the board... the real price is around $3.70<p>And I wish that they would also regulate cryptos because a couple of days ago the spread was $1000 on BTC so I tried to make some money but after I bought with Coinbase, they would not let me sell.
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hartatorabout 4 years ago
I am more disappointed about the TSLA situation. Leaving this company out of the SP500 until they were in the top 10 company in market cap. It was a very active decision when most people would assume the sp500 is a passive index.<p>[edit] For clarification, TSLA already had 4 quarters of profit in September 2020 matching sp500 profit requirements but was still left out on a very active decision. [1]<p>[1] <a href="https:&#x2F;&#x2F;www.bloomberg.com&#x2F;news&#x2F;articles&#x2F;2020-09-04&#x2F;tesla-falls-after-anticipated-s-p-inclusion-fails-to-materialize" rel="nofollow">https:&#x2F;&#x2F;www.bloomberg.com&#x2F;news&#x2F;articles&#x2F;2020-09-04&#x2F;tesla-fal...</a>
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