# XIV Seasonality

25 Nov 2014
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XIV Seasonality 2 Days Prior to Expiration
Trading Volatility XIV Seasonalities
2014 Options Expiration Calendar

Various plots:

- http://stats.stackexchange.com/questions/30858/how-to-calculate-cumulative-distribution-in-r
- http://stackoverflow.com/questions/1497539/fitting-a-density-curve-to-a-histogram-in-r

Load historical data for SPY and TLT, and align it, so that dates on both time series match. We also adjust data for stock splits and dividends.

Next letâ€™s compute statistics and trading signal.

N: 2693 Mean: 0.1781502

N: 2693 Mean: 0.1781502

N: 128 Mean: 0.1730392

N: 128 Mean: 1.055512

N: 128 Mean: 0.4137429

N: 128 Mean: -0.1110872

N: 128 Mean: 0.4591647

N: 128 Mean: -0.363429

N: 256 Mean: 0.7346273

N: 2437 Mean: 0.1196699

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*(this report was produced on: 2014-12-07)*