z****g
发帖数: 4616 | 1 有人知道TVIX和VXX这两个家伙是怎么计算的吗 |
w****k
发帖数: 10542 | 2 TVIX-T-I+X=VXX
【在 z****g 的大作中提到】
: 有人知道TVIX和VXX这两个家伙是怎么计算的吗
|
w******7
发帖数: 1079 | |
e*******r
发帖数: 1601 | 4 靠！
【在 w****k 的大作中提到】
: TVIX-T-I+X=VXX
|
z****g
发帖数: 4616 | 5 看不懂，谁懂的给咱通俗点用中文说说，谢谢
VelocityShares Daily 2X VIX Short-Term ETN (NYSEARCA:TVIX):This ETN is
designed to track 2X return on volatility in the markets as measured by the
S&P 500 VIX Short-Term Futures Index. The S&P 500 VIX Short-Term Futures
Index measures the volatility of the S&P 500 Index via futures contracts as
traded on the CBOE. The CBOE Volatility Index is also known as the “fear”
index or “fear” indicator in markets. |
a******e
发帖数: 529 | 6 紫晶是在说真话？还是在挑逗大家？
我的理解是通过期货的交易来计算大家对市场的恐惧值
the
as
【在 z****g 的大作中提到】
: 看不懂，谁懂的给咱通俗点用中文说说，谢谢
: VelocityShares Daily 2X VIX Short-Term ETN (NYSEARCA:TVIX):This ETN is
: designed to track 2X return on volatility in the markets as measured by the
: S&P 500 VIX Short-Term Futures Index. The S&P 500 VIX Short-Term Futures
: Index measures the volatility of the S&P 500 Index via futures contracts as
: traded on the CBOE. The CBOE Volatility Index is also known as the “fear”
: index or “fear” indicator in markets.
|
a********t
发帖数: 4508 | 7 就是说：
（1）TVIX是来track VIX future的涨跌的，不是track VIX future的，也不是track
VIX index的，也不是track VXX的（虽然两者有时相近）。
（2）VIX future变动的2倍。VIX future如何变动呢，Credit Suiss可以有自己的理解。
（3）收盘时的ETN价格和收盘后Credit Suiss的结算价可以有巨大的差距。
简短的Fact Sheet在这里：
http://app.velocityshares.com/files/page/TVIXProductPage.pdf
长些的prospectus在这里：
http://app.velocityshares.com/files/prospectus/PRICING_SUPPLEME
the
as
【在 z****g 的大作中提到】
: 看不懂，谁懂的给咱通俗点用中文说说，谢谢
: VelocityShares Daily 2X VIX Short-Term ETN (NYSEARCA:TVIX):This ETN is
: designed to track 2X return on volatility in the markets as measured by the
: S&P 500 VIX Short-Term Futures Index. The S&P 500 VIX Short-Term Futures
: Index measures the volatility of the S&P 500 Index via futures contracts as
: traded on the CBOE. The CBOE Volatility Index is also known as the “fear”
: index or “fear” indicator in markets.
|
z****g
发帖数: 4616 | |
z****g
发帖数: 4616 | 9 zijing，您好：
您转给 aegeanboat,现金(伪币):100,收取手续费:1
同时附加了如下留言给 aegeanboat.
Thanks |
a********t
发帖数: 4508 | |
