v******g
发帖数: 1651 | 1 为什么vix的future的价格比vix index的价格高? 其他index future,比如es, ym, nq
的价格都比index要低 |
w****l
发帖数: 6122 | 2 vix future expire every month, other index future expire everyday? |
m********0
发帖数: 2717 | 3 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。 |
m********0
发帖数: 2717 | 4 you must be kidding, right?
【在 w****l 的大作中提到】
: vix future expire every month, other index future expire everyday?
|
S**********r
发帖数: 553 | 5 大牛，我手上的VXX该怎么处理呢?
一直下跌。 有时股市跌VXX也大跌。只有股市暴跌VXX才涨。
是不是该割??
【在 m********0 的大作中提到】
: 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。
|
w****l
发帖数: 6122 | 6 i know nothing about index(spy) future, just guess guess
【在 m********0 的大作中提到】
: you must be kidding, right?
|
b******r
发帖数: 16603 | 7 VXX is the worst decayed ETF I've ever seen.
I cut my VXX at huge loss.
【在 S**********r 的大作中提到】
: 大牛，我手上的VXX该怎么处理呢?
: 一直下跌。 有时股市跌VXX也大跌。只有股市暴跌VXX才涨。
: 是不是该割??
|
x*******l
发帖数: 542 | 8 说明大家觉得vix index低了
vix index狂涨的时候，vix future就会比vix index低，一个道理
nq
【在 v******g 的大作中提到】
: 为什么vix的future的价格比vix index的价格高? 其他index future,比如es, ym, nq
: 的价格都比index要低
|
h******w
发帖数: 332 | 9 because volatility term structure is usually downward sloping. check this
article. in short. Vxx is not for long term holding.
http://etfdb.com/2010/vix-etfs-crushed-by-contango/?utm_source=feedburner |
h********r
发帖数: 668 | 10 Don't buy any ETFs! I tried several one and all of them decayed a lot.
nq
【在 v******g 的大作中提到】
: 为什么vix的future的价格比vix index的价格高? 其他index future,比如es, ym, nq
: 的价格都比index要低
|
|
|
S**********r
发帖数: 553 | 11 哭死。。。早点看到旧好了
目前损失已经超过$4000了。 周一不管怎样都要割了。 永远不碰VXX了
【在 h******w 的大作中提到】
: because volatility term structure is usually downward sloping. check this
: article. in short. Vxx is not for long term holding.
: http://etfdb.com/2010/vix-etfs-crushed-by-contango/?utm_source=feedburner
|
v******g
发帖数: 1651 | 12 how about buy vix future for hedge?
lot.
【在 h********r 的大作中提到】
: Don't buy any ETFs! I tried several one and all of them decayed a lot.
:
: nq
|
m*********n
发帖数: 6098 | 13 可以燒嗎
【在 h******w 的大作中提到】
: because volatility term structure is usually downward sloping. check this
: article. in short. Vxx is not for long term holding.
: http://etfdb.com/2010/vix-etfs-crushed-by-contango/?utm_source=feedburner
|
r***k
发帖数: 13586 | 14 那说明你买的不对啊，买spy/dia/qqqq就不会decay很多。
【在 h********r 的大作中提到】
: Don't buy any ETFs! I tried several one and all of them decayed a lot.
:
: nq
|
v******g
发帖数: 1651 | 15 I think i found the answer:
when there is up trend,futures are sold at price higher than actual
derivative price ( eg spot nifty)and similarly when there is down trend
,futures are sold at price lesser than derivative price.this price
difference is called premium and discount.
ie premium = nifty future price - spot nifty value
discount = spot nifty value - nifty future price
also these premium and discounts converges to zero at the closing date
of future ie on last thrusday of every month.
【在 r***k 的大作中提到】
: 那说明你买的不对啊，买spy/dia/qqqq就不会decay很多。
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