b*******e 发帖数: 6389 | 1 也没人说那个是神仙撒。定义属于101的内容,我们现在是202班了。
VIX这个形态说明市场十分谨慎。 |
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l*******r 发帖数: 3799 | 6 But generally, short-term contrarian strategy based on VIX is still very
profitable. |
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c******e 发帖数: 1581 | 9 Thanks. 2/3 chance dow is up. I hope it is VIX down, SPX up tomorrow.
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k*****i 发帖数: 102 | 11 不是VIX可怕,是熊市可怕. 熊市刚刚开始呢!
DJ30会到8000的. |
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s***7 发帖数: 506 | 12 mark,银河阿姨,vix和sp同跌,今天又出现了。哈哈。 |
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s***7 发帖数: 506 | 14 oops, i mean vxx, not vix. |
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P*B 发帖数: 2876 | 15 vix的mean值在24左右,只要口袋深,有耐心,最多一两年就2x |
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h*********a 发帖数: 548 | 16 说明什么了吗?是Trend是下降,还是有可能VIX要反弹。 |
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T*********s 发帖数: 17839 | 18 vix will break 25 soon ah |
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l*******r 发帖数: 3799 | 19 Go to yahoo finance and look for ^VIX |
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E***X 发帖数: 885 | 20 read CBOE VIX white paper, write your own program, import spx real time
option data, should get the value within plus/minus 5 cents. |
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d****a 发帖数: 2901 | 22 I think they change the way it calculated VIX |
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d****a 发帖数: 2901 | 23 could be error. But many systems say VIX is 349. |
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c**********e 发帖数: 2007 | 25 vix is, at best, a secondary indicator. |
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d*****u 发帖数: 233 | 26 问个更加青蛙的问题,vix是index吗?是什么的index?
谢谢众牛 |
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M*M 发帖数: 1993 | 27 Volotility Index, ticker 是vix,你在yahoo finace上查查就知
(不停奔跑) 的大作中提到: 】 |
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d*****u 发帖数: 233 | 28 vix是不是和beta一样的,表示波动大小的?
谢谢 |
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M*M 发帖数: 1993 | 29 This is from Wiki:
VIX is the ticker symbol for the Chicago Board Options Exchange Volatility
Index, a popular measure of the implied volatility of S&P 500 index options.
It is not backed by anything and positions held are merely a prediction of
a future. A high value corresponds to a more volatile market and therefore
more costly options, which can be used to defray risk from this volatility
by selling options. Often referred to as the fear index, it represents one
measure of the market's expec |
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b*******e 发帖数: 6389 | 30 以前我贴过VIX的计算公式,不知道还在不在了。可能是08年的时候。 |
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a*****e 发帖数: 1717 | 31 原创还是转载?
不太清楚不要误导大家。
胡说什么
VIX, VXV low 说明
WE |
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C****a 发帖数: 1639 | 32 this is not a valid indicator. I studied this a year ago, but the signal
obviously failed in last July. Even VIX and more give up this indicator. |
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C****a 发帖数: 1639 | 35 They are talking about VIX:VXX ratio, the ratio between near-term and middle
-term volatility. |
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l********t 发帖数: 429 | 37 同时卖call 卖put. vix一降,二者都降。 |
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c***y 发帖数: 286 | 41 Can you use short straddle to eliminate time decay?
means
VIX |
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e***y 发帖数: 273 | 42 谢谢, 专家 !
认真学习, 收藏了 !
means
VIX |
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w****l 发帖数: 6122 | 43 vix future expire every month, other index future expire everyday? |
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m********0 发帖数: 2717 | 44 VIX基本上是历史低点了,不会像别的INDEX,跌起来没完。
MARKET的IV的范围性很强。 |
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v******g 发帖数: 1651 | 46 how about buy vix future for hedge?
lot. |
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L****n 发帖数: 12932 | 47
hehe, said it already:
when bear is hopeless, the bull run comes to an end.
I'm worry that the vix show overly bullishness.
===================================================
market could turn in as few as 2 days. |
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L****n 发帖数: 12932 | 48
VIX is at the edge that never been reached since summer of 07 - just
starting of the subprime worry. to break here, needs a leap of faith -
something shockingly surprises market to the upside, not POMO, |
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