Stock版 - （讨论）关于Ultrashort ETF 和情绪指标的关系 |
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b********y
发帖数: 5829 | 1 几个重要的情绪指标，包括Investor's Intelligence Sentiment Survey， AAII
Sentiment Survey， 都显示投资者的悲观程度处于历史高点。但是另一方面一些 put/
call ratio 又太低，似乎市场情绪是过于乐观而不是悲观。那么一个问题是最近一两
年的不少 Ultrashort etf 的推出会不会导致很多人看跌的时候不买put而是买这些ETF
了？这会不会导致 p/c ration( 包括vix) 指标的失灵？ | s******e
发帖数: 696 | 2 people don't have to hedge using puts. the market was in swing
mood and longing put was not the best hedging method. So it's possible
people
hedged using shorts (eg. liquid stocks). If so, market could be still at a
bottom even though VIX is so low now. And this also partially explaned why
small cap is outperforming large cap recently(due to large caps is more
liquid).
psp is going to loss money again this time. I speculate his "platitum"
patern is
that when market make a correction and when vix
【在 b********y 的大作中提到】
: 几个重要的情绪指标，包括Investor's Intelligence Sentiment Survey， AAII
: Sentiment Survey， 都显示投资者的悲观程度处于历史高点。但是另一方面一些 put/
: call ratio 又太低，似乎市场情绪是过于乐观而不是悲观。那么一个问题是最近一两
: 年的不少 Ultrashort etf 的推出会不会导致很多人看跌的时候不买put而是买这些ETF
: 了？这会不会导致 p/c ration( 包括vix) 指标的失灵？
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