发帖数: 1 | 1 Definition of 'VOLD - NYSE Volume Difference'
The VOLD (also $VOLD) is the difference between the up volume and down
volume on the NYSE. i.e. NYSE $UVOL minus $DVOL; the net up volume.
If you consider that VOLD is the net value between UVOL (up volume) and DVOL
(down volume) then you need to understand these two to understand VOLD.
UVOL or DVOL are a total of the volume on all stocks that are up or down in
price. Up or down is based on the previous session's closing price. The size
of the stock'... 阅读全帖 |
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C*F
发帖数: 2513 | 2 you are basically looking at the sign of vanna
vanna = dDelta/dVol = dVega/dSpot
we all know vega is bell-shaped against spot, therefore,
OTM: dDelta/dVol > 0
ITM: dDelta/dVol < 0 |
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s***m
发帖数: 6197 | 4 我是参考一些指标，比如说$UVOL-$DVOL
这个大家好像在intraday里用的比较多
我是看weekly chart上是一根绿棒
就是说导致市场上涨的volume远大于导致市场下降的volume
这可以理解为有新的buy power进入市场
不知道这个看法对不对？还请大家多多指教 |
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m*s
发帖数: 6855 | 5 指标$uvol-$dvol怎么画啊？ 有些什么好处啊 |
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f****g
发帖数: 207 | 6 这个网站还可以, 题出的也不简单. 问题是太绕, 太偏it, 有些题也很没意思. 有些题
要考虑input, 比较浪费时间.
其实leetcode相对好一点就是题是纯算法+数据结构, 就是看你想法对不对. 再一个是
答案比hr好一点.
做哪个都差别不大.
考点主要就是 简单算法, 数据结构, recursion + dp 的变种. 当然也看你面什么职
位.
另外我之前说vega=0是因为constant vol. vega = dC / dvol, 但既然你vol不变, 自
然vega=0.
有vega变化的hedge是很难做的, 所以call price大于vol不变的call price. |
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