M*****t
发帖数: 1842 | 1 what?
[发表自未名空间手机版 - m.mitbbs.com] |
m******l
发帖数: 1690 | |
M*****t
发帖数: 1842 | 3 i think VXX is quite strong
[发表自未名空间手机版 - m.mitbbs.com]
【在 m******l 的大作中提到】
: short the pop
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B**********r
发帖数: 7517 | 4 上周还21块多的。
这玩意有Contango，长期损耗，越来越低是必然的。
做多VXX的，长期就是contra-trend
【在 M*****t 的大作中提到】
: i think VXX is quite strong
:
: [发表自未名空间手机版 - m.mitbbs.com]
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k****h
发帖数: 944 | 5 Can anyone check whether UVXY has backwardation (instead of contango) now?
It is acting quite strong these days
【在 B**********r 的大作中提到】
: 上周还21块多的。
: 这玩意有Contango，长期损耗，越来越低是必然的。
: 做多VXX的，长期就是contra-trend
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B**********r
发帖数: 7517 | 6 http://www.cboe.com/micro/VIX/vixintro.aspx
Compare:
VIX/M3
VIX/N3
It still has a small contango now.
【在 k****h 的大作中提到】
: Can anyone check whether UVXY has backwardation (instead of contango) now?
: It is acting quite strong these days
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k****h
发帖数: 944 | 7 Thanks.
Spot price is higher than M3, while lower than N3
【在 B**********r 的大作中提到】
: http://www.cboe.com/micro/VIX/vixintro.aspx
: Compare:
: VIX/M3
: VIX/N3
: It still has a small contango now.
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b*****p
发帖数: 9649 | 8 我用vin和vix对比看
http://data.cnbc.com/quotes/.vin
http://data.cnbc.com/quotes/VIX/tab/1
现在还是contango: vix < vin
不过vix, vin都超过vif了，市场恐慌中....
http://data.cnbc.com/quotes/.vif
【在 B**********r 的大作中提到】
: http://www.cboe.com/micro/VIX/vixintro.aspx
: Compare:
: VIX/M3
: VIX/N3
: It still has a small contango now.
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k****h
发帖数: 944 | 9 It seems that it is risky to long or short VIX at this point.
【在 B**********r 的大作中提到】
: http://www.cboe.com/micro/VIX/vixintro.aspx
: Compare:
: VIX/M3
: VIX/N3
: It still has a small contango now.
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