e**m
发帖数: 61 | 1 今年三月大盘没跌多少,TVIX狂泻. 今天大盘狂泻,TVIX not change accordingly.
BIG FRAUD!!!!!!! |
w*********7
发帖数: 2883 | |
r******x
发帖数: 77 | |
e**m
发帖数: 61 | 4 2:15PM
VXX +6.65%
TVIX + 5.13%
what a hack |
r******x
发帖数: 77 | 5 之前是有些问题。现在开始飙了。
【在 e**m 的大作中提到】
: 2:15PM
: VXX +6.65%
: TVIX + 5.13%
: what a hack
|
k****h
发帖数: 944 | 6 The spread between the TVIX price and its "indicative value" finally go back
to about 10% from 20% yesterday. I think it is going to go up quicker and
keep up the pace now.
【在 r******x 的大作中提到】
: 之前是有些问题。现在开始飙了。
|
t********s
发帖数: 4503 | 7 Correct
back
【在 k****h 的大作中提到】
: The spread between the TVIX price and its "indicative value" finally go back
: to about 10% from 20% yesterday. I think it is going to go up quicker and
: keep up the pace now.
|
e**m
发帖数: 61 | 8 Buying the VelocityShares Daily 2x VIX Short Term ETN (TVIX), a twice-
leveraged bet on a complex set of volatility-index futures, is a bet as much
on the mechanics of Credit Suisse’s trading desk as it is on the market.
And yet the thing continues to trade like hotcakes. FactSet Research Systems
shows nearly 27 million shares changing hands on Wednesday. There’s a
yawning gap between this morning’s market price, at $5.99 a share, and the
indicative value of $4.92.
In case the above doesn’t make it plainly obvious: If you don’t have a
well-developed view of the industry’s ETN share-creation process and an
extremely short time horizon, stay away.
back
【在 k****h 的大作中提到】
: The spread between the TVIX price and its "indicative value" finally go back
: to about 10% from 20% yesterday. I think it is going to go up quicker and
: keep up the pace now.
|
r******x
发帖数: 77 | 9 Correct,只要大盘持续向下，这个东西会越飙越快。
【在 t********s 的大作中提到】
: Correct
:
: back
|
t********s
发帖数: 4503 | 10 Can I assume that you know:
1. Tvix/uvxy traces futures not spot Vix, and so there is so called contango
and backwardation.
2. ETFs can trade at premiums or discounts.
3. The funds' proxies already claimed that they will not guarantee to follow
the underlying securities exactly, which means that there will be
differences from what you expect.
【在 e**m 的大作中提到】
: 今年三月大盘没跌多少,TVIX狂泻. 今天大盘狂泻,TVIX not change accordingly.
: BIG FRAUD!!!!!!!
|
g****8
发帖数: 1580 | |
e**m
发帖数: 61 | 12 so how to explain the 10% difference between UVXY AND Tvix today
contango
follow
【在 t********s 的大作中提到】
: Can I assume that you know:
: 1. Tvix/uvxy traces futures not spot Vix, and so there is so called contango
: and backwardation.
: 2. ETFs can trade at premiums or discounts.
: 3. The funds' proxies already claimed that they will not guarantee to follow
: the underlying securities exactly, which means that there will be
: differences from what you expect.
|
r******x
发帖数: 77 | 13 哈哈，有起色了。
【在 r******x 的大作中提到】
: Correct,只要大盘持续向下，这个东西会越飙越快。
|
