j***b
发帖数: 5901 | 1 Still remember the way that vxx dropped like shit during the bull run? Many
people thought vxx is similar to tza, faz, that has time decay. I mentioned
that vxx only "decays" during bull market. During bear market, it will not
only not decay, but gain. Now my analysis is being verified. Just look at vxx
and vix, you can see that vxx can go up while vix drops a little.
BTW, this is due to backwardation. |
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