e***y
发帖数: 273 | 1 Hi, All:
最近到一个著名HedgeFund面试了一下.
HedgeFund的面试问题， “如果你能预测^VIX明天的走向( with 60% of correct
ratio), how can you come out a trading strategy to profit from it ? "
I do not how to trade ^VIX, can anyone provide some suggestions ?
Thanks. | A****s
发帖数: 112 | 2 有VIX Future, ETF
但是和VIX的关系不是线性,能够预测VIX,未必保证赚钱.
另外可以利用,在其他条件不变的情况下,VIX越大Option越值钱,通过买卖SPX Option.
【在 e***y 的大作中提到】
: Hi, All:
: 最近到一个著名HedgeFund面试了一下.
: HedgeFund的面试问题， “如果你能预测^VIX明天的走向( with 60% of correct
: ratio), how can you come out a trading strategy to profit from it ? "
: I do not how to trade ^VIX, can anyone provide some suggestions ?
: Thanks.
| S*********g
发帖数: 5298 | 3 有VIX futures, bloomberg symbol UX
还有VIX mini，不过这个没volume
有3个ETF，VXX(1st/2nd month contract), XXV (reverse of VXX), VXZ (4-7 month
contract)
另外VIX和SP有很强的negative correlation
【在 e***y 的大作中提到】
: Hi, All:
: 最近到一个著名HedgeFund面试了一下.
: HedgeFund的面试问题， “如果你能预测^VIX明天的走向( with 60% of correct
: ratio), how can you come out a trading strategy to profit from it ? "
: I do not how to trade ^VIX, can anyone provide some suggestions ?
: Thanks.
| s******C
发帖数: 48 | 4 You can trade vix option(buy). You make more money when you are right, and
lose less when you are wrong. One day won't cause you too much of the option
time value. | k****y
发帖数: 4083 | |
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