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Dacheng Xiu's Homepage

DACHENG XIU


Assistant: Grace Leitner
5807 South Woodlawn Avenue, Chicago, IL 60637


Google Scholar Profile
Curriculum Vitae

PUBLICATIONS
WORKING PAPERS
BOOK CHAPTERS, SURVEYS AND COMMENTS
Realized Volatility V 1.0
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Electronic trades in GLOBEX hours
Agricultural
BOSoybean Oil Futures
CCCocoa Futures
CCorn Futures
CTCotton No.2 Futures
FCFeeder Cattle Futures
KCCoffee C Futures
LBLumber Futures
LCLive Cattle Futures
LHLean Hogs Futures
OJOrange Juice Futures
OOats Futures
SBSugar #11 Futures
SMSoybean Meal Futures
SSoybean Futures
WWheat Futures CBOT
Energy
CLLight Crude Oil Futures ...
HOHeating Oil #2 Futures N...
NGNatural Gas Futures NYMEX
Equities/Equity Index
DMS&P 400 MidCap E-Mini Fu...
DXDollar Index Futures ICE
ESSP 500 E-Mini Futures
NKNikkei 225 Futures CME
NQNASDAQ 100 E-Mini Futures
SPSP 500 Futures
SXFS&P Canada 60 Futures
YMDow Jones ($5) E-mini Fu...
FX
ADAustralian Dollar Futures
BPBritish Pound Futures
CDCanadian Dollar Futures
JYJapanese Yen Futures
JYNMJapanese Yen E-Mini Futures
NENew Zealand Dollar Futures
SFSwiss Franc Futures
UROEuro FX Futures
UROMEuro FX E-mini Futures
Interest Rates
CGBCanadian 10-Year Futures
EDEurodollar Futures CME
FVUS 5-Year T-Note Futures
TUUS 2-Year T-Note Futures
TYUS 10-Year T-Note Futures
USUS 30-Year T-Bond Futures
Metals
GCGold Futures COMEX
HGCopper High Grade Future...
PAPalladium Futures NYMEX
PLPlatinum Futures NYMEX
SISilver Futures COMEX
Cryptocurrency
BTCCME Bitcoin Futures
Trades in PIT market hours
Energy
CLLight Crude Oil Futures ...
Data
Trades
Mid-Quotes
Add RV
5-Min
15-Min
ETFs08/07/202608/06/202608/05/202608/03/202607/31/2026
0Market S&P500SPY08.00% ±0.2%08.45% ±0.2%09.89% ±0.2%06.06% ±0.1%11.76% ±0.2%
MaterialXLB12.58% ±0.8%13.16% ±0.8%14.96% ±0.8%13.88% ±1.0%19.04% ±0.9%
IndustrialXLI12.81% ±1.0%14.53% ±0.7%14.80% ±0.8%12.90% ±0.6%16.14% ±0.7%
Consumer DiscretionaryXLY11.99% ±0.9%11.96% ±0.6%13.91% ±0.7%14.88% ±0.8%15.67% ±0.9%
Consumer StaplesXLP13.05% ±0.6%14.90% ±0.8%15.26% ±0.9%16.06% ±0.8%16.78% ±1.1%
Health CareXLV13.61% ±1.2%16.72% ±0.9%18.00% ±1.2%16.37% ±1.0%16.48% ±0.7%
FinancialXLF10.52% ±0.4%11.25% ±0.5%11.73% ±0.5%11.45% ±0.4%12.45% ±0.7%
TechnologyXLK21.93% ±1.5%24.29% ±1.4%24.78% ±1.0%22.95% ±1.2%30.95% ±1.4%
UtilitiesXLU15.74% ±0.9%18.50% ±0.8%17.52% ±1.2%16.52% ±1.7%16.49% ±0.8%
EnergyXLE17.38% ±0.5%19.61% ±0.7%21.51% ±1.4%19.33% ±0.9%19.35% ±0.8%
©2017, Dacheng Xiu at the University of Chicago.