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Stock版 - The Stars Are Aligned for More Volatility
相关主题
买入tvixVIX almost 30
VIX连续两天涨10%以上的统计房屋数据出来了
盘后纷纷跌了1%根据历史股价估算options implied volatility
推动当前股市的两因素:(1)基本面(2)QuantVIX这么高,股价翻来覆去很正常。
到哪里看VIX?rally might be real, volatility is going down
option的implied Volatility是怎么算出来的?现在VIX值得买吗?
VIX 要新低了,会反弹么?TVIX
今天股市大涨, VIX也一起涨,奇怪今天VXX/UVXY为什么大跌?
相关话题的讨论汇总
话题: volatility话题: aligned话题: stars话题: more话题: market
进入Stock版参与讨论
1 (共1页)
N****p
发帖数: 1691
1
http://www.blackrock.com/investing/insights/weekly-commentary?c
While stocks continue to press higher, there's no denying the environment is
changing. Back in July, we suggested that as the date of a first Fed rate
hike approached, market volatility was likely to rise from the unusually low
levels that characterized 2013 and the first half of 2014. Indeed, since
the summer, equity market gains have been accompanied by greater gyrations.
Between Jan. 1 and the end of August, the average daily close on the VIX
Index (a common measure of stock market volatility) was 13.5. The average
has now risen to 15.5.
See my earlier posts:
http://www.mitbbs.com/article0/Stock/35929155_0.html
http://www.mitbbs.com/article0/Stock/35937845_0.html
N****p
发帖数: 1691
L****n
发帖数: 12932
3
much thanks. i like this picture

【在 N****p 的大作中提到】
: 这个说得也不错
: http://www.blackrock.com/investing/literature/investment-commen

1 (共1页)
进入Stock版参与讨论
相关主题
今天VXX/UVXY为什么大跌?到哪里看VIX?
截至5Jun2012 过去1年半VIX指数走势图~~~~~~~~~~~~option的implied Volatility是怎么算出来的?
今天还算有序撤退,下周就要恐慌下跌了; 兼谈VIXVIX 要新低了,会反弹么?
有人用VIX做hedge么?今天股市大涨, VIX也一起涨,奇怪
买入tvixVIX almost 30
VIX连续两天涨10%以上的统计房屋数据出来了
盘后纷纷跌了1%根据历史股价估算options implied volatility
推动当前股市的两因素:(1)基本面(2)QuantVIX这么高,股价翻来覆去很正常。
相关话题的讨论汇总
话题: volatility话题: aligned话题: stars话题: more话题: market